Bayes Estimate and Inference for Entropy and Information Index of Fit
From MaRDI portal
Publication:3518457
DOI10.1080/07474930801960311zbMath1482.62026OpenAlexW2088958740MaRDI QIDQ3518457
Refik Soyer, Thomas A. Mazzuchi, Ehsan S. Soofi
Publication date: 8 August 2008
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930801960311
Applications of statistics to economics (62P20) Statistical aspects of information-theoretic topics (62B10) Nonparametric inference (62G99)
Related Items (11)
Information measures for generalized gamma family ⋮ Optimal hazard models based on partial information ⋮ Statistical Problem Classes and Their Links to Information Theory ⋮ An Estimator of Shannon Entropy of Beta-Generated Distributions and a Goodness-of-Fit Test ⋮ Information Theoretic and Entropy Methods: An Overview ⋮ A Bayesian nonparametric estimation to entropy ⋮ Executives' perceived environmental uncertainty shortly after 9/11 ⋮ Density-Based Empirical Likelihood Ratio Change Point Detection Policies ⋮ Information measures of Dirichlet distribution with applications ⋮ Estimation of entropy and extropy based on right censored data: a Bayesian non-parametric approach ⋮ Uncertainty, information, and disagreement of economic forecasters
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Information measures for generalized gamma family
- Estimation of entropy and other functionals of a multivariate density
- On entropy-based goodness-of-fit tests
- Expected information as ecpected utility
- On the estimation of entropy
- Ordering univariate distributions by entropy and variance
- Two measures of sample entropy
- Testing whether lifetime distribution is decreasing uncertainty
- Computation of maximum entropy Dirichlet for modeling lifetime data
- Information indices: Unification and applications.
- Past, present and future of econometrics
- A goodness-of-fit test for normality based on the sample entropy of order statistics
- On the overall sensitivity of the posterior distribution to its inputs
- Quantile probability and statistical data modeling
- A Bayesian analysis of some nonparametric problems
- ON ENTROPY BASED TESTS FOR EXPONENTIALITY
- Correcting moments for goodness of fit tests based on two entropy estimates
- Bayesian Measures of Model Complexity and Fit
- An information criterion for likelihood selection
- MSE Comparison of Some Different Estimators of Entropy
- Averaging entropy
- Testing goodness-of-fit for Laplace distribution based on maximum entropy
- Testing for uniformity of the residual life time based on dynamic Kullback-Leibler information
- A new look at the statistical model identification
This page was built for publication: Bayes Estimate and Inference for Entropy and Information Index of Fit