A weighted generalized maximum entropy estimator with a data-driven weight

DOI10.3390/e11040917zbMath1179.91209OpenAlexW2078530793MaRDI QIDQ845439

Ximing Wu

Publication date: 29 January 2010

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e11040917

zbMATH Keywords

maximum entropycross validationgeneralized maximum entropy method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; risk measures (91G70) Applications of statistical and quantum mechanics to economics (econophysics) (91B80)

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Computational Method for Jackknifed Generalized Ridge Tuning Parameter based on Generalized Maximum Entropy ⋮ Entropy inference in smooth transition kink regression ⋮ Regularization with Maximum Entropy and Quantum Electrodynamics: The Merg(E) Estimators ⋮ Streaming generalized cross entropy ⋮ Using Moment Constraints in GME Estimation ⋮ Unnamed Item ⋮ Unnamed Item ⋮ On regularization of generalized maximum entropy for linear models

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• Information Theory and Statistical Mechanics
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• Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy

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