Incorporating prior information when true priors are unknown: an information-theoretic approach for increasing efficiency in estimation

DOI10.1016/J.ECONLET.2014.12.014zbMath1321.62009OpenAlexW2123454964MaRDI QIDQ498812

Heath Henderson, Skipper Seabold, Amos Golan

Publication date: 29 September 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2014.12.014

zbMATH Keywords

informationmaximum entropygeneralized maximum entropypriorsgeneralized cross entropy

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Sampling theory, sample surveys (62D05) Statistical aspects of information-theoretic topics (62B10)

Cites Work

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• A Mathematical Theory of Communication
• An entropic estimator for linear inverse problems
• Information Theory and Statistical Mechanics
• On Information and Sufficiency

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