Density reconstructions with errors in the data

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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zbMATH Keywords

error estimationmaximum entropydensity reconstruction

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Density estimation (62G07)

Cites Work

• Information Theory and Statistical Mechanics
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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
• Sanov property, generalized I-projection and a conditional limit theorem

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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• 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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