Inferring probability densities from expert opinion

DOI10.1016/J.APM.2016.11.006MaRDI QIDQ2284854zbMATH OpenOpenAlexFDO

Authors Enrique ter Horst, Henryk Gzyl, German Molina

Publication date 15 January 2020

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2016.11.006

zbMATH Keywords

maximum entropy methodmaximum entropy with errors in the dataprobability elicitation with uncertainty

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian problems; characterization of Bayes procedures (62C10) Decision theory (91B06)

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Cites work

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Cited in

(10)

• A model-free, non-parametric method for density determination, with application to asset returns
• Multicriteria estimation of probabilities on basis of expert non-numeric, non-exact and non-complete knowledge
• A method for processing the unreliable expert judgments about parameters of probability distributions
• Eliciting expert judgements about a set of proportions
• Probabilistic inversion of expert judgments in the quantification of model uncertainty
• Encoding expert opinion on skewed non-negative distributions
• scientific article; zbMATH DE number 4104186 (Why is no real title available?)
• Modeling Expert Opinion Arising as a Partial Probabilistic Specification
• Elicitation of the parameters of multiple linear models
• Fear of the market or fear of the competitor? Ambiguity in a real options game

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