Optimal predictive densities and fractional moments

DOI10.1002/asmb.721zbMath1221.62060OpenAlexW4255347249MaRDI QIDQ3077454

Emanuele Taufer, Aldo Tagliani, Sudip Bose

Publication date: 22 February 2011

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.721

zbMATH Keywords

maximum entropy principledensity estimationKullback-Leibler distance

Mathematics Subject Classification ID

Density estimation (62G07) Statistical methods; economic indices and measures (91B82) Statistical aspects of information-theoretic topics (62B10)

Related Items (3)

Motion reliability modeling and evaluation for manipulator path planning task ⋮ An effective approach for probabilistic lifetime modelling based on the principle of maximum entropy with fractional moments ⋮ Reliability computation via a transformed mixed-degree cubature rule and maximum entropy

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