Ebrahimi, Nader; Soofi, Ehsan S.; Soyer, Refik - In: Journal of Multivariate Analysis 99 (2008) 6, pp. 1217-1231
This paper shows that multivariate distributions can be characterized as maximum entropy (ME) models based on the well-known general representation of density function of the ME distribution subject to moment constraints. In this approach, the problem of ME characterization simplifies to the...