Estimating utility functions using generalized maximum entropy

DOI10.1080/02664763.2012.740625MaRDI QIDQ5128902zbMATH OpenOpenAlexFDO

Authors Cesaltina Pires, Andreia Dionísio, Luís M. S. Coelho

Publication date 26 October 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10174/8946

zbMATH Keywords

maximum entropy principleutility elicitationgeneralized maximum entropyvon Neumann and Morgenstern utility

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 1082203 (Why is no real title available?)
• A Mathematical Theory of Communication
• An Information-Theoretic Alternative to Generalized Method of Moments Estimation
• Comparison of maximum entropy and higher-order entropy estimators.
• Estimation and inference with censored and ordered multinomial response data
• Imposing parameter inequality restrictions using the principle of maximum entropy
• Information Theory and Statistical Mechanics
• Information and entropy econometrics -- editor's view.
• Maximum Entropy Utility
• Principal Information Theoretic Approaches
• Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory
• Simple entropic derivation of a generalized Black-Scholes option pricing model
• Utility function from maximum entropy principle

Cited in

(7)

• A weighted generalized maximum entropy estimator with a data-driven weight
• Estimation of cost allocation coefficients at the farm level using an entropy approach
• A Composite Generalized Cross-Entropy Formulation in Small Samples Estimation
• Estimating a random-coefficients sample-selection model using generalized maximum entropy
• Using moment constraints in GME estimation
• High-order generalized maximum entropy estimator in kink regression model
• Simultaneous Equation Model based on the generalized maximum entropy for studying the effect of management factors on enterprise performance

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