Maximum entropy estimation for survey sampling

DOI10.1016/J.JSPI.2010.06.002MaRDI QIDQ710784zbMATH OpenOpenAlexFDO

Authors Fabrice Gamboa, Jean-Michel Loubes, Paul Rochet

Publication date 22 October 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0909.4046, http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.245.9920

zbMATH Keywords

Bayesian estimationcalibrationinverse problems

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12) Sampling theory, sample surveys (62D05)

Abstract: Calibration methods have been widely studied in survey sampling over the last decades. Viewing calibration as an inverse problem, we extend the calibration technique by using a maximum entropy method. Finding the optimal weights is achieved by considering random weights and looking for a discrete distribution which maximizes an entropy under the calibration constraint. This method points a new frame for the computation of such estimates and the investigation of its statistical properties.

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Cites work

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Cited in

(3)

• Large sample properties of maximum entropy histograms
• Functional calibration estimation by the maximum entropy on the mean principle
• Approximate maximum entropy on the mean for instrumental variable regression

Describes a project that uses

Uses Software

• CALMAR2

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