Entropy, divergence and distance measures with econometric applications
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 3143967 (Why is no real title available?)
- scientific article; zbMATH DE number 3173999 (Why is no real title available?)
- scientific article; zbMATH DE number 3848401 (Why is no real title available?)
- scientific article; zbMATH DE number 4068049 (Why is no real title available?)
- scientific article; zbMATH DE number 48302 (Why is no real title available?)
- scientific article; zbMATH DE number 51089 (Why is no real title available?)
- scientific article; zbMATH DE number 107482 (Why is no real title available?)
- scientific article; zbMATH DE number 3518103 (Why is no real title available?)
- scientific article; zbMATH DE number 3630024 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 3450776 (Why is no real title available?)
- scientific article; zbMATH DE number 3284914 (Why is no real title available?)
- scientific article; zbMATH DE number 4184623 (Why is no real title available?)
- scientific article; zbMATH DE number 3023295 (Why is no real title available?)
- scientific article; zbMATH DE number 3097741 (Why is no real title available?)
- scientific article; zbMATH DE number 3103174 (Why is no real title available?)
- scientific article; zbMATH DE number 3106666 (Why is no real title available?)
- A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS
- A Mathematical Theory of Communication
- A class of measures of informativity of observation channels
- A statistical perspective on ill-posed inverse problems (with discussion)
- An algorithm for finding the distribution of maximal entropy
- An information criterion for normal regression estimation
- Consistent Nonparametric Entropy-Based Testing
- Decision Rules, Based on the Distance, for Problems of Fit, Two Samples, and Estimation
- Diagnostic tests as residual analysis
- Distribution of a distance function
- Diversity and dissimilarity coefficients: A unified approach
- Effects of collinearity on information about regression coefficients
- Entropy expressions and their estimators for multivariate distributions
- Entropy-Based Tests of Uniformity
- Hypotheses testing based on modified nonparametric estimation of an affinity measure between two distributions
- Information Criteria for Discriminating Among Alternative Regression Models
- Information Theory and Statistical Mechanics
- Limiting properties of some measures of information
- Maximum entropy interpretation of autoregressive spectral densities
- Maximum probability dominance and portfolio theory
- Model Selection when There is "Minimal" Prior Information
- Nonparametric Statistical Data Modeling
- Nonparametric estimation of an affinity measure between two absolutely continuous distributions with hypotheses testing applications
- On Information and Sufficiency
- On entropy-based goodness-of-fit tests
- On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
- On the notion of affinity of several distributions and some of its applications
- Probabilities of Hypotheses and Information-Statistics in Sampling from Exponential-Class Populations
- Probability Theory
- Some limiting properties of Matusita's measure of distance
- Stochastic complexity and the mdl principle
- Strongly consistent estimators of k-th order regression curves and rates of convergence
- The Measurement and Decomposition of Multi-Dimensional Inequality
- The consequences of misspecification in time series processes
- The origins of entropy and irreversibility
- Why least squares and maximum entropy? An axiomatic approach to inference for linear inverse problems
Cited in
(49)- An \((R',S')\)-norm fuzzy relative information measure and its applications in strategic decision-making
- An \(R\)-squared measure of goodness of fit for some common nonlinear regression models
- Estimation of entropy-type integral functionals
- A Procedure for Identification of Principal Variables by Least Generalized Dependence
- Agglomerative hierarchical clustering of continuous variables based on mutual information
- Existence and characterization of conditional density projections
- Shannon's Entropy and Its Generalisations Towards Statistical Inference in Last Seven Decades
- Maximum entropy analysis of consumption-based capital asset pricing model and volatility
- Detection of non-linear structure in time series
- Some properties of Lin-Wong divergence on the past lifetime data
- Nonlinear autoregressive models with optimality properties
- Aspects concerning entropy and utility
- An information-theoretic approach to the effective usage of auxiliary information from survey data
- On finite 3-component mixture of exponential distributions: properties and estimation
- Density forecast of financial returns using decomposition and maximum entropy
- A family of weighted distributions based on the mean inactivity time and cumulative past entropies
- Some dominance indices to determine market concentration
- Information indices: Unification and applications.
- Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities
- Entropy measure of credit risk in highly correlated markets
- A novel nonparametric distance estimator for densities with error bounds
- P. C. Mahalanobis in the context of current econometrics research
- Some results on generalized residual entropy
- Prediction in Riemannian metrics derived from divergence functions
- Statistical estimation of quadratic Rényi entropy for a stationary \(m\)-dependent sequence
- An efficient integrated nonparametric entropy estimator of serial dependence
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
- Entropic value-at-risk: a new coherent risk measure
- Testing goodness-of-fit for Laplace distribution based on maximum entropy
- On the mathematics behind the entropy diversification measure in strategic management
- Relevant states and memory in Markov chain bootstrapping and simulation
- Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence.
- Kullback-Leibler divergence measure for multivariate skew-normal distributions
- Statistical descriptions of polydisperse turbulent two-phase flows
- scientific article; zbMATH DE number 1916653 (Why is no real title available?)
- Bayesian likelihood robustness in linear models
- A compendium to information theory in economics and econometrics
- On generalized interval entropy
- Relevance measures for subset variable selection in regression problems based on \(k\)-additive mutual information
- Accelerating score-driven time series models
- Characterization properties of the log-normal distribution obtained with the help of divergence measures
- On local divergences between two probability measures
- Informative input design for kernel-based system identification
- Multivariate distribution models with generalized hyperbolic margins
- Optimal Portfolio Diversification Using the Maximum Entropy Principle
- \(\beta\)-entropy for Pareto-type distributions and related weighted distributions
- Generalized measures of information for truncated random variables
- Maximum entropy in applied econometric research
- Normalized information-based divergences
This page was built for publication: Entropy, divergence and distance measures with econometric applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1909375)