Entropy, divergence and distance measures with econometric applications

DOI10.1016/0378-3758(95)00034-8zbMath0840.62007OpenAlexW2159417578MaRDI QIDQ1909375

Aman Ullah

Publication date: 8 July 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00034-8

zbMATH Keywords

estimationhypothesis testingconditional entropyentropy measuresdistance measuresdirected divergence measuresentropy based optimizing principlesmaxent estimationnon-directional divergence measures

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistical aspects of information-theoretic topics (62B10)

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