Information Theoretic and Entropy Methods: An Overview
From MaRDI portal
Cites work
- A Class of Improved Parametrically Guided Nonparametric Regression Estimators
- A Composite Generalized Cross-Entropy Formulation in Small Samples Estimation
- A Generalized Cross-Entropy Approach for Modeling Spatially Correlated Counts
- A Mathematical Theory of Communication
- A simultaneous estimation and variable selection rule
- Approximate Entropy as an Irregularity Measure for Financial Data
- Bayes Estimate and Inference for Entropy and Information Index of Fit
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Connections between entropic and linear projections in asset pricing estimation
- Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach
- Entropy-Based Moment Selection in the Presence of Weak Identification
- Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator
- Generalized Safety First and a New Twist on Portfolio Performance
- scientific article; zbMATH DE number 1082203 (Why is no real title available?)
- scientific article; zbMATH DE number 5198649 (Why is no real title available?)
- Information in generalized method of moments estimation and entropy-based moment selection
- Information Theoretic and Entropy Methods: An Overview
- Information Theory and Statistical Mechanics
- Large-Deviations Theory and Empirical Estimator Choice
- Optimal Portfolio Diversification Using the Maximum Entropy Principle
- Portfolio choice with endogenous utility: a large deviations approach.
- Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective
Cited in
(3)
This page was built for publication: Information Theoretic and Entropy Methods: An Overview
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3518450)
