Calculation of maximum entropy densities with application to income distribution
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Publication:1398965
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Cites work
- An efficient algorithm to compute maximum entropy densities
- Entropy densities with an application to autoregressive conditional skewness and kurtosis.
- scientific article; zbMATH DE number 1082203 (Why is no real title available?)
- Information Distinguishability with Application to Analysis of Failure Data
- Information Theory and Statistical Mechanics
Cited in
(42)- The multidimensional moment-constrained maximum entropy problem: A BFGS algorithm with constraint scaling
- Maximum entropy algorithm with inexact upper entropy bound based on \(Fup\) basis functions with compact support
- Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
- An equation-by-equation method for solving the multidimensional moment constrained maximum entropy problem
- Diagnosis and impacts of non-Gaussianity of innovations in data assimilation
- Maximum entropy framework for a universal rank order distribution with socio-economic applications
- On a computationally scalable sparse formulation of the multidimensional and nonstationary maximum entropy principle
- Entropic quadrature for moment approximations of the Boltzmann-BGK equation
- Stationary distribution of the linkage disequilibrium coefficient r^2
- A new concept of relative suitability of moment function sets
- An improved algorithm for the multidimensional moment-constrained maximum entropy problem
- Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion
- A practical computational framework for the multidimensional moment-constrained maximum entropy principle
- Maximum entropy analysis of consumption-based capital asset pricing model and volatility
- GMM estimation of a maximum entropy distribution with interval data
- Bayesian reliability estimation for deteriorating systems with limited samples using the maximum entropy approach
- The Poisson maximum entropy model for homogeneous Poisson processes
- Maximum entropy approximations for asymptotic distributions of smooth functions of sample means
- Optimal predictive densities and fractional moments
- Towards a computationally tractable maximum entropy principle for nonstationary financial time series
- Discretizing distributions with exact moments: error estimate and convergence analysis
- Partially adaptive estimation via the maximum entropy densities
- A Generalized Cross-Entropy Approach for Modeling Spatially Correlated Counts
- Information-Theoretic Distribution Test with Application to Normality
- The truncated Stieltjes moment problem solved by using kernel density functions
- The Global Joint Distribution of Income and Health
- Multivariate maximum entropy densities applied for multivariate analysis of financial time series
- Asymptotic normality in the maximum entropy models on graphs with an increasing number of parameters
- Editorial
- Exponential series estimator of multivariate densities
- The polynomial aggregated AR(1) model*
- Efficient numerical approximation of maximum entropy estimates
- Maximum likelihood characterization of distributions
- Data-driven stochastic particle scheme for collisional plasma simulations
- Tuning parameter-free nonparametric density estimation from tabulated summary data
- Mean-variance-skewness-entropy measures: a multi-objective approach for portfolio selection
- A Unified Approach to Estimating and Testing Income Distributions With Grouped Data
- A maximum entropy approach to loss distribution analysis
- Modelling time-varying higher moments with maximum entropy density
- On the performance of the flexible maximum entropy distributions within partially adaptive estimation
- Accounting for high-order correlations in probabilistic characterization of environmental variables, and evaluation
- Coarse-grained computation for particle coagulation and sintering processes by linking quadrature method of moments with Monte-Carlo
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