GMM estimation of a maximum entropy distribution with interval data

DOI10.1016/j.jeconom.2006.05.008zbMath1418.62026OpenAlexW2009991913MaRDI QIDQ280217

Jeffrey M. Perloff, Ximing Wu

Publication date: 9 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.05.008

zbMATH Keywords

maximum entropygrouped datadensity estimationGMM

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Statistical aspects of information-theoretic topics (62B10)

Related Items (6)

Model averaging for interval-valued data ⋮ Density estimation for grouped data with application to line transect sampling ⋮ Estimation of a probability density function using interval aggregated data ⋮ Estimation and inference for area-wise spatial income distributions from grouped data ⋮ EM algorithm for mixture of skew-normal distributions fitted to grouped data ⋮ Interval estimation: An information theoretic approach

Cites Work

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• Algebraic bounds on standardized sample moments
• Approximation of density functions by sequences of exponential families
• Calculation of maximum entropy densities with application to income distribution
• A note on proximity of distributions in terms of coinciding moments.
• Information Theory and Statistical Mechanics
• Partially adaptive estimation via the maximum entropy densities
• Prior Probabilities

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