Large-Deviations Theory and Empirical Estimator Choice
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Publication:3518460
DOI10.1080/07474930801960402zbMath1152.62018MaRDI QIDQ3518460
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Publication date: 8 August 2008
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://ageconsearch.umn.edu/record/25084/files/wp061012.pdf
entropy; large deviations; information theory; empirical likelihood; probabilistic laws; criterion choice problem; Boltzmann Jaynes inverse problem
62G05: Nonparametric estimation
60F10: Large deviations
62B10: Statistical aspects of information-theoretic topics
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