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

DOI10.1016/J.JSPI.2006.10.010zbMATH Open1331.62218OpenAlexW2019944951MaRDI QIDQ2643280FDOQ2643280

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)

Cites Work

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• Adaptive score functions for maximum likelihood ICA
• Information Theory and Statistical Mechanics
• Nonparametric Statistical Data Modeling
• Capturing the Intangible Concept of Information
• Maximum dynamic entropy models
• How are moments and moments of spacings related to distribution functions?
• Maximum entropy Lorenz curves
• Exact variance structure of sample L-moments
• Some theory and practical uses of trimmed \(L\)-moments
• The maximum entropy method for lifetime distributions
• \(L\)-moments and \(C\)-moments
• Distributions with maximum entropy subject to constraints on their \(L\)-moments or expected order statistics

Cited In (10)

• Nonparametric Confidence Regions for L-Moments
• Title not available (Why is that?)
• Maximum-entropy distributions of nonnegative random variables with conditional-additive structure
• Maximum Entropy Estimation of Density Function Using Order Statistics
• Maximum entropy distributions with quantile information
• Bias-reduced estimates for skewness, kurtosis, \(L\)-skewness and \(L\)-kurtosis
• 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
• A maximum entropy framework for nonexponential distributions

Uses Software

• KernSmooth
• LMOMENTS

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