Large-Deviations Theory and Empirical Estimator Choice
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Publication:3518460
DOI10.1080/07474930801960402zbMath1152.62018OpenAlexW2141505082MaRDI QIDQ3518460
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Publication date: 8 August 2008
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://ageconsearch.umn.edu/record/25084/files/wp061012.pdf
entropylarge deviationsinformation theoryempirical likelihoodprobabilistic lawscriterion choice problemBoltzmann Jaynes inverse problem
Nonparametric estimation (62G05) Large deviations (60F10) Statistical aspects of information-theoretic topics (62B10)
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