Density reconstructions with errors in the data

DOI10.3390/E16063257zbMath1338.62104OpenAlexW2009497651MaRDI QIDQ296473

Silvia Mayoral, Henryk Gzyl, Erika Gomes-Gonçalves

Publication date: 15 June 2016

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e16063257

zbMATH Keywords

error estimationmaximum entropydensity reconstruction

Mathematics Subject Classification ID

Density estimation (62G07) Statistical aspects of information-theoretic topics (62B10)

Related Items (5)

Loss data analysis: analysis of the sample dependence in density reconstruction by maxentropic methods ⋮ Toward recursive spherical harmonics issued bi-filters. II: An associated spherical harmonics entropy for optimal modeling ⋮ Maxentropic approach to decompound aggregate risk losses ⋮ Inferring probability densities from expert opinion ⋮ An effective approach for probabilistic lifetime modelling based on the principle of maximum entropy with fractional moments

Cites Work

• A method for determining risk aversion functions from uncertain market prices of risk
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• I-divergence geometry of probability distributions and minimization problems
• Information Theory and Statistical Mechanics
• On lognormal random variables: I-the characteristic function
• On Minimization and Maximization of Entropy in Various Disciplines
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