Imposing parameter inequality restrictions using the principle of maximum entropy

DOI10.1080/10629360600569584zbMath1112.62063OpenAlexW2021475240MaRDI QIDQ5485061

Randall C. Campbell, R. Carter Hill

Publication date: 28 August 2006

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360600569584

zbMATH Keywords

maximum entropygeneralized maximum entropylinear inequality restrictions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Parametric inference under constraints (62F30) Statistical aspects of information-theoretic topics (62B10)

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Computational Method for Jackknifed Generalized Ridge Tuning Parameter based on Generalized Maximum Entropy ⋮ Regularization with Maximum Entropy and Quantum Electrodynamics: The Merg(E) Estimators ⋮ Ridge-GME estimation in linear mixed models ⋮ Estimating utility functions using generalized maximum entropy ⋮ Estimation of cost allocation coefficients at the farm level using an entropy approach ⋮ On the Choice of the Ridge Parameter: A Maximum Entropy Approach

Cites Work

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• Predicting multinomial choices using maximum entropy.
• Information Theory and Statistical Mechanics

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