Implications of quantal response statistical equilibrium

DOI10.1016/j.jedc.2020.103990zbMath1478.62314MaRDI QIDQ2246732

Ellis Scharfenaker

Publication date: 16 November 2021

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://economics.utah.edu/research/publications/2019-07.pdf

zbMATH Keywords

maximum entropy; information theory; QRSE (quantal response statistical equilibrium)

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62P05: Applications of statistics to actuarial sciences and financial mathematics

62B10: Statistical aspects of information-theoretic topics

Uses Software

• ramcmc