On estimation error using maximum entropy density estimates

DOI10.1108/03684920710741143MaRDI QIDQ5307102zbMATH OpenOpenAlexFDO

Authors Joseph P. Noonan, Prabahan Basu

Publication date 25 September 2007

Published in Kybernetes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1108/03684920710741143

zbMATH Keywords

cyberneticsdecision makingerror analysis

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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Cites work

• A new look at the statistical model identification
• Estimation of distributions using orthogonal expansions

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(4)

• The SIS and SIR stochastic epidemic models: a maximum entropy approach
• On minimizing distortion and relative entropy
• Estimation and optimization of MLE maximum entropy probability density
• Estimation by Maximum Entropy Subject to Second‐Order Conditions

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