Maximum entropy characterizations of the multivariate Liouville distributions

DOI10.1016/j.jmva.2005.06.011zbMath1112.62046OpenAlexW1971115580MaRDI QIDQ2507754

Bhaskar Bhattacharya

Publication date: 5 October 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.06.011

zbMATH Keywords

maximum entropy principleDirichlet distributionShannon entropyI-projectionsinverted Dirichlet distributiongamma variables

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistical aspects of information-theoretic topics (62B10)

Cites Work

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