Imposing parameter inequality restrictions using the principle of maximum entropy

DOI10.1080/10629360600569584MaRDI QIDQ5485061zbMATH OpenOpenAlexFDO

Authors Randall C. Campbell, R. Carter Hill

Publication date 28 August 2006

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10629360600569584

zbMATH Keywords

generalized maximum entropylinear inequality restrictionsmaximum entropy

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Parametric inference under constraints (62F30) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 45973 (Why is no real title available?)
• scientific article; zbMATH DE number 1082203 (Why is no real title available?)
• scientific article; zbMATH DE number 1551462 (Why is no real title available?)
• Information Theory and Statistical Mechanics
• Predicting multinomial choices using maximum entropy.

Cited in

(8)

• On the choice of the ridge parameter: a maximum entropy approach
• Computational method for jackknifed generalized ridge tuning parameter based on generalized maximum entropy
• Regularization with maximum entropy and quantum electrodynamics: the MERG(E) estimators
• Estimating utility functions using generalized maximum entropy
• Estimation of cost allocation coefficients at the farm level using an entropy approach
• Imposing inequality restrictions: Efficiency gains from economic theory
• Ridge-GME estimation in linear mixed models
• On the choice of the ridge parameter: a generalized maximum Tsallis entropy approach

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