Comparison of maximum entropy and higher-order entropy estimators.

DOI10.1016/S0304-4076(01)00120-8zbMath1043.62001OpenAlexW2020108888MaRDI QIDQ1858934

Amos Golan, Jeffrey M. Perloff

Publication date: 17 February 2003

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00120-8

zbMATH Keywords

maximum entropygeneralized entropyaxioms

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10)

Related Items (17)

Some aspects of the history of Bayesian information processing ⋮ A versatile and robust metric entropy test of time-reversibility, and other hypotheses ⋮ Non-extensive entropy econometrics: new statistical features of constant elasticity of substitution-related models ⋮ Regularization with Maximum Entropy and Quantum Electrodynamics: The Merg(E) Estimators ⋮ Estimation of generalized entropies with sample spacing ⋮ The conditional average entropies ⋮ Forecasting using information and entropy based on belief functions ⋮ Estimating utility functions using generalized maximum entropy ⋮ Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes ⋮ A General Class of Estimators for the Linear Regression Model Affected by Collinearity and Outliers ⋮ Expressions for Rényi and Shannon entropies for bivariate distributions ⋮ Expressions for Rényi and Shannon entropies for multivariate distributions ⋮ Dynamic generalized information measures ⋮ Unnamed Item ⋮ On some entropy functionals derived from Rényi information divergence ⋮ On regularization of generalized maximum entropy for linear models ⋮ Information and entropy econometrics -- editor's view.

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Mathematical Theory of Communication
• Empirical likelihood for linear models
• Why least squares and maximum entropy? An axiomatic approach to inference for linear inverse problems
• Empirical likelihood and general estimating equations
• Information and entropy econometrics -- editor's view.
• Information indices: Unification and applications.
• Possible generalization of Boltzmann-Gibbs statistics.
• Information Theory and Statistical Mechanics
• An information theoretical approach to inversion problems
• Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy
• Bayes' estimators of generalized entropies
• An Information-Theoretic Alternative to Generalized Method of Moments Estimation
• Information Theoretic Approaches to Inference in Moment Condition Models
• A Class of Locally and Globally Robust Regression Estimates
• A simultaneous estimation and variable selection rule

This page was built for publication: Comparison of maximum entropy and higher-order entropy estimators.