GMM estimation of a maximum entropy distribution with interval data

DOI10.1016/J.JECONOM.2006.05.008zbMATH Open1418.62026OpenAlexW2009991913MaRDI QIDQ280217FDOQ280217

Jeffrey M. Perloff, Ximing Wu

Publication date: 9 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.05.008

zbMATH Keywords

density estimationmaximum entropyGMMgrouped data

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Density estimation (62G07) Applications of statistics to economics (62P20)

Cites Work

• Title not available (Why is that?)
• Information Theory and Statistical Mechanics
• Title not available (Why is that?)
• Prior Probabilities
• Algebraic bounds on standardized sample moments
• Approximation of density functions by sequences of exponential families
• Calculation of maximum entropy densities with application to income distribution
• A note on proximity of distributions in terms of coinciding moments.
• Partially adaptive estimation via the maximum entropy densities

Cited In (8)

• Estimation and inference for area-wise spatial income distributions from grouped data
• Interval estimation: An information theoretic approach
• Density estimation for grouped data with application to line transect sampling
• EM algorithm for mixture of skew-normal distributions fitted to grouped data
• Model averaging for interval-valued data
• A Unified Approach to Estimating and Testing Income Distributions With Grouped Data
• Estimation of a probability density function using interval aggregated data
• Maximum entropy in the mean methods in propensity score matching for interval and noisy data

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