Distributions with maximum entropy subject to constraints on their L-moments or expected order statistics

DOI10.1016/J.JSPI.2006.10.010MaRDI QIDQ2643280zbMATH OpenOpenAlexFDO

Authors Jonathan R. M. Hosking

Publication date 23 August 2007

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2006.10.010

zbMATH Keywords

density estimationlogistic distributionnonparametric fittingdensity-quantile function

Mathematics Subject Classification ID

Density estimation (62G07) Order statistics; empirical distribution functions (62G30)

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Cites work

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• Adaptive score functions for maximum likelihood ICA
• Capturing the Intangible Concept of Information
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• How are moments and moments of spacings related to distribution functions?
• Information Theory and Statistical Mechanics
• Maximum dynamic entropy models
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• Some theory and practical uses of trimmed \(L\)-moments
• The maximum entropy method for lifetime distributions
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Cited in

(17)

• A maximum entropy framework for nonexponential distributions
• Nonparametric Confidence Regions for L-Moments
• A new lifetime distribution by maximizing entropy: properties and applications
• scientific article; zbMATH DE number 1236334 (Why is no real title available?)
• Maximum-entropy distributions of nonnegative random variables with conditional-additive structure
• scientific article; zbMATH DE number 4078478 (Why is no real title available?)
• Maximum Entropy Estimation of Density Function Using Order Statistics
• Maximum entropy distributions with quantile information
• On the characterization of distributions by their \(L\)-moments
• scientific article; zbMATH DE number 4094576 (Why is no real title available?)
• Bias-reduced estimates for skewness, kurtosis, L-skewness and L-kurtosis
• Maximum entropy distribution of order statistics with given marginals
• A new concept of relative suitability of moment function sets
• Distributions with maximum entropy subject to constraints on their L-moments or expected order statistics
• The existence conditions for maximum entropy distributions, having prescribed the first three moments
• On the Existence and Characterization of the Maxent Distribution Under General Moment Inequality Constraints
• Maximum entropy distribution subject to subset constraints with application

Describes a project that uses

Uses Software

• LMOMENTS
• KernSmooth

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