Maximum entropy in applied econometric research

DOI10.1080/00207729108910760zbMath0737.62097MaRDI QIDQ3982044

Jati K. Sengupta

Publication date: 26 June 1992

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729108910760

zbMATH Keywords

regression analysis; maximum likelihood estimation; maximum entropy; minimax approach; model choice; inexact information; diffuse prior; generalization of Shannon's entropy; estimation of production frontiers; two-stage regression model; constrained ME densities; distribution-robust properties; exponential errors; selection of the best point estimate

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62F15: Bayesian inference

91A05: 2-person games

62B10: Statistical aspects of information-theoretic topics

Related Items

Entropy and information in portfolio choice, Analytical forms for most likely matrices derived from incomplete information, The maximum entropy approach in production frontier estimation

Cites Work

• Computing the maximum-entropy extension of given discrete probability distributions
• Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions
• Information Theory and Statistical Mechanics
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