A Composite Generalized Cross-Entropy Formulation in Small Samples Estimation

DOI10.1080/07474930801960469MaRDI QIDQ3518465zbMATH OpenOpenAlexFDO

Authors Rosa Bernardini Papalia

Publication date 8 August 2008

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474930801960469

zbMATH Keywords

microeconometric modelsrepeated samples

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Applications of statistics to economics (62P20) Consumer behavior, demand theory (91B42)

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Cites work

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• A Mathematical Theory of Communication
• A Maximum Entropy Approach to Recovering Information From Multinomial Response Data
• A simultaneous estimation and variable selection rule
• An information theoretical approach to inversion problems
• Empirical likelihood and general estimating equations
• Empirical likelihood for linear models
• Estimation and inference with censored and ordered multinomial response data
• Information Theory and Statistical Mechanics
• Tobit models: A survey

Cited in

(6)

• A new parameter estimation method for a logistic regression model of water shortage risk in the case of small sample numbers
• Information theoretic methods in small domain estimation
• Data disaggregation procedures within a maximum entropy framework
• Generalized cross entropy method for estimating joint distribution from incomplete information
• Information Theoretic and Entropy Methods: An Overview
• Dynamic parameter estimation based on minimum cross-entropy method for combining information sources

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