Density reconstructions with errors in the data
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Publication:296473
DOI10.3390/E16063257zbMATH Open1338.62104OpenAlexW2009497651MaRDI QIDQ296473FDOQ296473
Authors: Erika Gomes-Gonçalves, Henryk Gzyl, Silvia Mayoral
Publication date: 15 June 2016
Published in: Entropy (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/e16063257
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- On Minimization and Maximization of Entropy in Various Disciplines
- A method for determining risk aversion functions from uncertain market prices of risk
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Cited In (11)
- Maxentropic reconstruction with uncertainty in the data and varying a priori information
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- An effective approach for probabilistic lifetime modelling based on the principle of maximum entropy with fractional moments
- Best probability density function for random sampled data
- Toward recursive spherical harmonics issued bi-filters. II: An associated spherical harmonics entropy for optimal modeling
- A model-free, non-parametric method for density determination, with application to asset returns
- Inferring probability densities from expert opinion
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- Title not available (Why is that?)
- Maxentropic approach to decompound aggregate risk losses
- Loss data analysis: analysis of the sample dependence in density reconstruction by maxentropic methods
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