Partially adaptive estimation via the maximum entropy densities

DOI10.1111/J.1368-423X.2005.00168.XMaRDI QIDQ3367408zbMATH OpenOpenAlexFDO

Authors Ximing Wu, Thanasis Stengos

Publication date 24 January 2006

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1368-423x.2005.00168.x

zbMATH Keywords

density estimationefficiency

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Recommendations

• On the performance of the flexible maximum entropy distributions within partially adaptive estimation
• Partially adaptive estimation via a normal mixture
• Partially adaptive estimation of nonlinear models via a normal mixture
• Partially-adaptive robust estimators of location via exponential embedding
• Partially Adaptive Estimation via Quantile Functions

Cites work

• A gamma-distributed stochastic frontier model
• A nonparametric regression estimator that adapts to error distribution of unknown form
• A note on proximity of distributions in terms of coinciding moments.
• Adaptive estimation of regression models via moment restrictions
• Algebraic bounds on standardized sample moments
• Calculation of maximum entropy densities with application to income distribution
• Formulation and estimation of stochastic frontier production function models
• scientific article; zbMATH DE number 3190252 (Why is no real title available?)
• Information Theory and Statistical Mechanics
• On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
• Partially adaptive estimation via a normal mixture

Cited in

(9)

• Maximum entropy and least square error minimizing procedures for estimating missing conditional probabilities in Bayesian networks
• GMM estimation of a maximum entropy distribution with interval data
• Optimal predictive densities and fractional moments
• Information-Theoretic Distribution Test with Application to Normality
• Partially-adaptive robust estimators of location via exponential embedding
• Female athletic participation and income: evidence from a latent class model
• Mean-variance-skewness-entropy measures: a multi-objective approach for portfolio selection
• On the performance of the flexible maximum entropy distributions within partially adaptive estimation
• Minimum-entropy estimation in semi-parametric models

This page was built for publication: Partially adaptive estimation via the maximum entropy densities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3367408)