Some recent and new results on the maximum entropy distribution

DOI10.1016/0167-7152(82)90006-2zbMATH Open0504.62045OpenAlexW1972483094MaRDI QIDQ1836239FDOQ1836239

Authors: Henri Theil 

Publication date: 1982

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(82)90006-2

zbMATH Keywords

density estimationridge regressioncovariance matrix estimationmaximum entropy distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Empirical Bayes estimation of the multivariate normal covariance matrix
• Title not available (Why is that?)
• Estimating the distribution function of a symmetric distribution
• Estimates and Their Sampling Variance of Parameters of Certain Heteroscedastic Distributions

Cited In (2)

• Maximum entropy measurement error estimates of singular covariance matrices in undersized samples
• The conditioning of the maximum entropy covariance matrix and its inverse

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