Multivariate maximum entropy identification, transformation, and dependence

DOI10.1016/j.jmva.2007.08.004zbMath1140.60307MaRDI QIDQ928856

Nader Ebrahimi, Ehsan S. Soofi, Refik Soyer

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

zbMATH Keywords

characterization; Kullback-Leibler information; exponential family; dependence; bivariate distribution; singular distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

60E05: Probability distributions: general theory

62E10: Characterization and structure theory of statistical distributions

94A17: Measures of information, entropy

62B10: Statistical aspects of information-theoretic topics

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