A maximum entropy characterization of symmetric Kotz type and Burr multivariate distributions
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DOI: 10.1007/BF02603001
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References listed on IDEAS
- Menéndez, M. & Morales, D. & Pardo, L., 1997. "Maximum entropy principle and statistical inference on condensed ordered data," Statistics & Probability Letters, Elsevier, vol. 34(1), pages 85-93, May.
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Cited by:
- Zografos, K. & Nadarajah, S., 2005. "Expressions for Rényi and Shannon entropies for multivariate distributions," Statistics & Probability Letters, Elsevier, vol. 71(1), pages 71-84, January.
- Carol Alexander & José María Sarabia, 2012. "Quantile Uncertainty and Value‐at‐Risk Model Risk," Risk Analysis, John Wiley & Sons, vol. 32(8), pages 1293-1308, August.
- Ebrahimi, Nader & Soofi, Ehsan S. & Soyer, Refik, 2008. "Multivariate maximum entropy identification, transformation, and dependence," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1217-1231, July.
- Cadirci, Mehmet Siddik & Evans, Dafydd & Leonenko, Nikolai & Makogin, Vitalii, 2022. "Entropy-based test for generalised Gaussian distributions," Computational Statistics & Data Analysis, Elsevier, vol. 173(C).
- Bhattacharya, Bhaskar, 2006. "Maximum entropy characterizations of the multivariate Liouville distributions," Journal of Multivariate Analysis, Elsevier, vol. 97(6), pages 1272-1283, July.
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Keywords
Shannon entropy; maximum entropy principle; Kotz type multivariate distribution; Burr distribution; Pareto type III distribution; 62E10; 62H10; 62B10;All these keywords.
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Statistics
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