Multivariate maximum entropy identification, transformation, and dependence
From MaRDI portal
Publication:928856
DOI10.1016/j.jmva.2007.08.004zbMath1140.60307OpenAlexW2003274225MaRDI QIDQ928856
Refik Soyer, Ehsan S. Soofi, Nader Ebrahimi
Publication date: 11 June 2008
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2007.08.004
characterizationKullback-Leibler informationexponential familydependencebivariate distributionsingular distribution
Multivariate distribution of statistics (62H10) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)
Related Items
Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression ⋮ I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb? ⋮ Statistical Problem Classes and Their Links to Information Theory ⋮ An Estimator of Shannon Entropy of Beta-Generated Distributions and a Goodness-of-Fit Test ⋮ Minimum mutual information and non-Gaussianity through the maximum entropy method: theory and properties ⋮ Comparison, utility, and partition of dependence under absolutely continuous and singular distributions ⋮ On dynamic mutual information for bivariate lifetimes ⋮ Maximum entropy distributions with quantile information ⋮ MODELS BASED ON PARTIAL INFORMATION ABOUT SURVIVAL AND HAZARD GRADIENT ⋮ Information measures of kernel estimation ⋮ Information measures of Dirichlet distribution with applications
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Characterization of a Marshall-Olkin type class of distributions
- Multivariate dynamic information
- A maximum entropy characterization of symmetric Kotz type and Burr multivariate distribu\-tions
- Conditionally specified distributions: An introduction. (With comments and a rejoinder).
- On maximum entropy characterization of Pearson's type II and VII multivariate distributions
- Expressions for Rényi and Shannon entropies for bivariate distributions
- Estimation and Hypothesis Testing for the Parameters of a Bivariate Exponential Distribution
- First-order autoregressive gamma sequences and point processes
- A continuous general multivariate distribution and its properties
- A Continuous Bivariate Exponential Extension
- Entropy expressions for multivariate continuous distributions
- General conditional specification models
- Information Distinguishability with Application to Analysis of Failure Data
- A Multivariate Exponential Distribution
- A Bivariate Warning-Time/Failure-Time Distribution