Pages that link to "Item:Q1398965"
From MaRDI portal
The following pages link to Calculation of maximum entropy densities with application to income distribution (Q1398965):
Displaying 40 items.
- GMM estimation of a maximum entropy distribution with interval data (Q280217) (← links)
- Bayesian reliability estimation for deteriorating systems with limited samples using the maximum entropy approach (Q280762) (← links)
- The truncated Stieltjes moment problem solved by using kernel density functions (Q442700) (← links)
- Asymptotic normality in the maximum entropy models on graphs with an increasing number of parameters (Q476218) (← links)
- Exponential series estimator of multivariate densities (Q530957) (← links)
- Mean-variance-skewness-entropy measures: a multi-objective approach for portfolio selection (Q657529) (← links)
- A maximum entropy approach to loss distribution analysis (Q742687) (← links)
- Modelling time-varying higher moments with maximum entropy density (Q834290) (← links)
- On the performance of the flexible maximum entropy distributions within partially adaptive estimation (Q901610) (← links)
- Accounting for high-order correlations in probabilistic characterization of environmental variables, and evaluation (Q954662) (← links)
- Coarse-grained computation for particle coagulation and sintering processes by linking quadrature method of moments with Monte-Carlo (Q982987) (← links)
- The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling (Q1000209) (← links)
- Maximum entropy algorithm with inexact upper entropy bound based on \(Fup\) basis functions with compact support (Q1037762) (← links)
- Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction (Q1624485) (← links)
- An equation-by-equation method for solving the multidimensional moment constrained maximum entropy problem (Q1789236) (← links)
- Diagnosis and impacts of non-Gaussianity of innovations in data assimilation (Q1957111) (← links)
- Maximum entropy framework for a universal rank order distribution with socio-economic applications (Q2165677) (← links)
- On a computationally scalable sparse formulation of the multidimensional and nonstationary maximum entropy principle (Q2219904) (← links)
- Entropic quadrature for moment approximations of the Boltzmann-BGK equation (Q2222680) (← links)
- Stationary distribution of the linkage disequilibrium coefficient \(r^2\) (Q2313210) (← links)
- A new concept of relative suitability of moment function sets (Q2378664) (← links)
- An improved algorithm for the multidimensional moment-constrained maximum entropy problem (Q2456710) (← links)
- Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion (Q2470214) (← links)
- A practical computational framework for the multidimensional moment-constrained maximum entropy principle (Q2572793) (← links)
- Maximum entropy analysis of consumption-based capital asset pricing model and volatility (Q2661313) (← links)
- The Poisson Maximum Entropy Model for Homogeneous Poisson Processes (Q2828723) (← links)
- Maximum entropy approximations for asymptotic distributions of smooth functions of sample means (Q2911656) (← links)
- Optimal predictive densities and fractional moments (Q3077454) (← links)
- Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series (Q3122064) (← links)
- Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis (Q3192571) (← links)
- Partially adaptive estimation via the maximum entropy densities (Q3367408) (← links)
- A Generalized Cross-Entropy Approach for Modeling Spatially Correlated Counts (Q3518464) (← links)
- Information-Theoretic Distribution Test with Application to Normality (Q3564823) (← links)
- The Global Joint Distribution of Income and Health (Q4561865) (← links)
- The polynomial aggregated AR(1) model* (Q5469921) (← links)
- Efficient numerical approximation of maximum entropy estimates (Q5485934) (← links)
- Maximum likelihood characterization of distributions (Q5920326) (← links)
- Data-driven stochastic particle scheme for collisional plasma simulations (Q6078481) (← links)
- Tuning parameter-free nonparametric density estimation from tabulated summary data (Q6193022) (← links)
- A Unified Approach to Estimating and Testing Income Distributions With Grouped Data (Q6623193) (← links)