Connections between entropic and linear projections in asset pricing estimation (Q1858932): Difference between revisions

@@ Property / author @@
-Yuichi Kitamura
@@ Property / author: Yuichi Kitamura / rank @@
-Normal rank
@@ Property / author @@
-Michael J. Stutzer
@@ Property / author: Michael J. Stutzer / rank @@
-Normal rank
@@ Property / author @@
+Yuichi Kitamura
@@ Property / author: Yuichi Kitamura / rank @@
+Normal rank
@@ Property / author @@
+Michael J. Stutzer
@@ Property / author: Michael J. Stutzer / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Large deviations and strong mixing
@@ Property / cites work: Large deviations and strong mixing / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum entropy and conditional probability
@@ Property / cites work: Maximum entropy and conditional probability / rank @@
+Normal rank
@@ Property / cites work @@
+I-divergence geometry of probability distributions and minimization problems
+Normal rank
@@ Property / cites work @@
+Sanov property, generalized I-projection and a conditional limit theorem
+Normal rank
@@ Property / cites work @@
+Large deviations for a general class of random vectors
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
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@@ Property / cites work @@
+One-Step Estimators for Over-Identified Generalized Method of Moments Models
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+Information Theoretic Approaches to Inference in Moment Condition Models
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+Empirical likelihood methods with weakly dependent processes
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@@ Property / cites work @@
+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
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@@ Property / cites work @@
+Q3260839
@@ Property / cites work: Q3260839 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3995968
@@ Property / cites work: Q3995968 / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical likelihood and general estimating equations
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@@ Property / cites work @@
+A Bayesian approach to diagnosis of asset pricing models
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Misspecified Models
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0304-4076(01)00118-x
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@@ Property / OpenAlex ID @@
+W3123899259
@@ Property / OpenAlex ID: W3123899259 / rank @@
+Normal rank