Maximum entropy estimation of density and regression functions

DOI10.1016/0304-4076(93)90128-RzbMath0802.62100OpenAlexW2042474113MaRDI QIDQ1209897

Hang Keun Ryu

Publication date: 16 May 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90128-r

zbMATH Keywords

maximum likelihoodpolynomialBayesian estimationtranslogexponentialexperimental designmethod of moments estimationCobb-Douglasside conditionsdensity approximationFourier flexible formgeneralized Leontiefboxplotschoice of functional formflexible functional form approachgeneralized Cobb-Douglasisoquantsmaximum entropy regression methodminflex-Laurent series

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical aspects of information-theoretic topics (62B10)

Related Items

Maximum Tsallis entropy with generalized Gini and Gini mean difference indices constraints, Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction, Maximum entropy autoregressive conditional heteroskedasticity model, New functional forms of Lorenz curves by maximizing Tsallis entropy of income share function under the constraint on generalized Gini index, NONPARAMETRIC ESTIMATION OF HOMOGENEOUS FUNCTIONS, Maximum entropy estimation of income distributions from Basmann's weighted geometric mean measure, A bottom poor sensitive Gini coefficient and maximum entropy estimation of income distributions, Two flexible functional form approaches for approximating the Lorenz curve, Models, prior information, and Bayesian analysis, Large-Deviations Theory and Empirical Estimator Choice, A Generalized Cross-Entropy Approach for Modeling Spatially Correlated Counts, Estimating the density of unemployment duration based on contaminated samples or small samples, Accounting for high-order correlations in probabilistic characterization of environmental variables, and evaluation, The data-constrained generalized maximum entropy estimator of the GLM: asymptotic theory and inference, Income inequality versus utility inequality, Information theoretic measures of the income distribution in food demand, On the recovery of joint distributions from limited information, Bayesian bootstrap multivariate regression

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Maximum entropy histograms
• Comparison of alternative functional forms in production
• The minflex-Laurent translog flexible functional form
• On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
• On trigonometric series estimates of densities
• Maximum entropy measurement error estimates of singular covariance matrices in undersized samples
• Consistent nonparametric regression. Discussion
• Estimating the dimension of a model
• Probability density estimation using delta sequences
• Asymptotic efficiency in estimation with conditional moment restrictions
• [https://portal.mardi4nfdi.de/wiki/Publication:3038407 Propri�t�s de convergence presque compl�te du pr�dicteur � noyau]
• Remarks on Some Nonparametric Estimates of a Density Function
• A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
• The Estimation of Economic Relationships using Instrumental Variables
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
• Estimation and Moment Recursion Relations for Multimodal Distributions of the Exponential Family
• On Non-Parametric Estimates of Density Functions and Regression Curves
• The Estimation of Probability Densities and Cumulatives by Fourier Series Methods
• Density Estimation by Orthogonal Series
• Remarks on Non-Parametric Estimates for Density Functions and Regression Curves
• Linear Statistical Inference and its Applications
• On Estimation of a Probability Density Function and Mode
• The Fourth Degree Exponential Distribution Function