GMM estimation of a maximum entropy distribution with interval data
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Publication:280217
DOI10.1016/J.JECONOM.2006.05.008zbMATH Open1418.62026OpenAlexW2009991913MaRDI QIDQ280217FDOQ280217
Authors: Ximing Wu, Jeffrey M. Perloff 
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
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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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