Density reconstructions with errors in the data

DOI10.3390/E16063257MaRDI QIDQ296473zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

error estimationmaximum entropydensity reconstruction

Mathematics Subject Classification ID

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

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Cites work

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• On lognormal random variables: I-the characteristic function
• Sanov property, generalized I-projection and a conditional limit theorem

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(12)

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• An effective approach for probabilistic lifetime modelling based on the principle of maximum entropy with fractional moments
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• Maxentropic approach to decompound aggregate risk losses
• Kernel density maximum entropy method with generalized moments for evaluating probability distributions, including tails, from a small sample of data
• Toward recursive spherical harmonics issued bi-filters. II: An associated spherical harmonics entropy for optimal modeling
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• A model-free, non-parametric method for density determination, with application to asset returns
• Inferring probability densities from expert opinion
• Best probability density function for random sampled data
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