Maximum Entropy Approximations for Asymptotic Distributions of Smooth Functions of Sample Means
From MaRDI portal
Publication:2911656
DOI10.1111/j.1467-9469.2010.00698.xzbMath1246.62009OpenAlexW1545008016MaRDI QIDQ2911656
Publication date: 1 September 2012
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2010.00698.x
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Unnamed Item
- Unnamed Item
- Effects of transformations in higher order asymptotic expansions
- Approximation of density functions by sequences of exponential families
- On the validity of the formal Edgeworth expansion
- Calculation of maximum entropy densities with application to income distribution
- A note on proximity of distributions in terms of coinciding moments.
- Estimation of distributions using orthogonal expansions
- Entropy densities with an application to autoregressive conditional skewness and kurtosis.
- Density Approximation by Summary Statistics: An Information-theoretic Approach
- Information Theory and Statistical Mechanics
- Asymptotic Approximations to Distributions
- Lower Bounds for Divergence in Central Limit Theorem
- Properties of cross-entropy minimization
- Small-sample asymptotic distributions of M-estimators of location
- An Information Theoretic Approach to Approximating a Probability Distribution
- Maximum Entropy for Hypothesis Formulation, Especially for Multidimensional Contingency Tables
This page was built for publication: Maximum Entropy Approximations for Asymptotic Distributions of Smooth Functions of Sample Means