Estimating utility functions using generalized maximum entropy

DOI10.1080/02664763.2012.740625OpenAlexW1990068235MaRDI QIDQ5128902FDOQ5128902

Authors: Cesaltina Pires, Andreia Dionísio, Luís M. S. Coelho 

Publication date: 26 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10174/8946

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zbMATH Keywords

maximum entropy principleutility elicitationgeneralized maximum entropyvon Neumann and Morgenstern utility

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• A Mathematical Theory of Communication
• Information Theory and Statistical Mechanics
• An Information-Theoretic Alternative to Generalized Method of Moments Estimation
• Principal Information Theoretic Approaches
• Information and entropy econometrics -- editor's view.
• Title not available (Why is that?)
• Comparison of maximum entropy and higher-order entropy estimators.
• Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory
• Maximum Entropy Utility
• Estimation and inference with censored and ordered multinomial response data
• Simple entropic derivation of a generalized Black-Scholes option pricing model
• Utility function from maximum entropy principle
• Imposing parameter inequality restrictions using the principle of maximum entropy

Cited In (4)

• A weighted generalized maximum entropy estimator with a data-driven weight
• Estimation of cost allocation coefficients at the farm level using an entropy approach
• A Composite Generalized Cross-Entropy Formulation in Small Samples Estimation
• Simultaneous Equation Model based on the generalized maximum entropy for studying the effect of management factors on enterprise performance

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