Maximum entropy estimation of density and regression functions

DOI10.1016/0304-4076(93)90128-RzbMATH Open0802.62100OpenAlexW2042474113MaRDI QIDQ1209897FDOQ1209897

Authors: Hang Keun Ryu 

Publication date: 16 May 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90128-r

Recommendations

• An efficient algorithm to compute maximum entropy densities
• Maximum entropy in applied econometric research
• Asymptotic efficiency of maximum entropy estimates
• Efficient numerical approximation of maximum entropy estimates
• Large sample properties of maximum entropy histograms

zbMATH Keywords

experimental designmaximum likelihoodBayesian estimationpolynomialexponentialtranslogmethod of moments estimationCobb-Douglasside conditionsdensity approximationFourier flexible formgeneralized Leontiefboxplotschoice of functional formflexible functional form approachgeneralized Cobb-Douglasisoquantsmaximum entropy regression methodminflex-Laurent series

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Applications of statistics to economics (62P20)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Estimating the dimension of a model
• Linear Statistical Inference and its Applications
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Title not available (Why is that?)
• Title not available (Why is that?)
• Consistent nonparametric regression. Discussion
• Asymptotic efficiency in estimation with conditional moment restrictions
• Remarks on Some Nonparametric Estimates of a Density Function
• The Estimation of Economic Relationships using Instrumental Variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On Estimation of a Probability Density Function and Mode
• A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
• On Non-Parametric Estimates of Density Functions and Regression Curves
• Maximum entropy measurement error estimates of singular covariance matrices in undersized samples
• Title not available (Why is that?)
• Estimation and Moment Recursion Relations for Multimodal Distributions of the Exponential Family
• On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
• Title not available (Why is that?)
• The minflex-Laurent translog flexible functional form
• Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
• Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
• Remarks on Non-Parametric Estimates for Density Functions and Regression Curves
• Probability density estimation using delta sequences
• Title not available (Why is that?)
• The Estimation of Probability Densities and Cumulatives by Fourier Series Methods
• Density Estimation by Orthogonal Series
• Title not available (Why is that?)
• Title not available (Why is that?)
• On trigonometric series estimates of densities
• Comparison of alternative functional forms in production
• Maximum entropy histograms
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Fourth Degree Exponential Distribution Function

Cited In (28)

• Accounting for high-order correlations in probabilistic characterization of environmental variables, and evaluation
• Maximum entropy autoregressive conditional heteroskedasticity model
• Maximum entropy density estimation with generalized regularization and an application to species distribution modeling
• Functional calibration estimation by the maximum entropy on the mean principle
• Information measures in perspective
• Maximum Entropy Estimation of Density Function Using Order Statistics
• Maximum Tsallis entropy with generalized Gini and Gini mean difference indices constraints
• Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
• Title not available (Why is that?)
• Models, prior information, and Bayesian analysis
• On the recovery of joint distributions from limited information
• Maximum entropy estimation of income distributions from Basmann's weighted geometric mean measure
• Bayesian bootstrap multivariate regression
• Maximum Entropy Density Estimation from Fractional Moments
• New functional forms of Lorenz curves by maximizing Tsallis entropy of income share function under the constraint on generalized Gini index
• Nonparametric estimation of homogeneous functions
• The data-constrained generalized maximum entropy estimator of the GLM: asymptotic theory and inference
• Two flexible functional form approaches for approximating the Lorenz curve
• Calculation of maximum entropy densities with application to income distribution
• Maximum Entropy Distribution Estimation with Generalized Regularization
• Title not available (Why is that?)
• Large-Deviations Theory and Empirical Estimator Choice
• Information theoretic measures of the income distribution in food demand
• A bottom poor sensitive Gini coefficient and maximum entropy estimation of income distributions
• Income inequality versus utility inequality
• A Generalized Cross-Entropy Approach for Modeling Spatially Correlated Counts
• Estimating the density of unemployment duration based on contaminated samples or small samples
• Estimating univariate distributions via relative entropy minimization: case studies on financial and economic data

This page was built for publication: Maximum entropy estimation of density and regression functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1209897)