ESTIMATING UNIVARIATE DISTRIBUTIONS VIA RELATIVE ENTROPY MINIMIZATION: CASE STUDIES ON FINANCIAL AND ECONOMIC DATA (Q3560087)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATING UNIVARIATE DISTRIBUTIONS VIA RELATIVE ENTROPY MINIMIZATION: CASE STUDIES ON FINANCIAL AND ECONOMIC DATA |
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ESTIMATING UNIVARIATE DISTRIBUTIONS VIA RELATIVE ENTROPY MINIMIZATION: CASE STUDIES ON FINANCIAL AND ECONOMIC DATA (English)
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19 May 2010
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Kullback-Leibler relative entropy
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maximum likelihood
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probability distribution
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fat-tailed
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point mass
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stock return distribution
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stock index return distribution
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financial data
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economic data
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California housing data
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