Approximate maximum entropy on the mean for instrumental variable regression

DOI10.1016/J.SPL.2012.02.006MaRDI QIDQ433589zbMATH OpenOpenAlexFDO

Authors Jean-Michel Loubes, Paul Rochet

Publication date 5 July 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.02.006

zbMATH Keywords

inverse problem

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(2)

• Maximum entropy in the mean methods in propensity score matching for interval and noisy data
• Regularization with approximated \(L^2\) maximum entropy method

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