Partially adaptive estimation via the maximum entropy densities
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Publication:3367408
DOI10.1111/j.1368-423X.2005.00168.xzbMath1078.62018OpenAlexW3121497619MaRDI QIDQ3367408
Publication date: 24 January 2006
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2005.00168.x
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10) Monte Carlo methods (65C05) Statistical aspects of information-theoretic topics (62B10)
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