A concentrated, nonlinear information-theoretic estimator for the sample selection model

DOI10.3390/E12061569MaRDI QIDQ657475zbMATHOpenAlexFDO

Authors Amos Golan, Henryk Gzyl

Publication date 9 January 2012

Published in Entropy (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3390/e12061569

zbMATH Keywords

informationsample selectioninequalitiesmaximum entropypriorsconcentrated model

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Measures of information, entropy (94A17)

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Cites work

• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• scientific article; zbMATH DE number 3630022 (Why is no real title available?)
• scientific article; zbMATH DE number 1082203 (Why is no real title available?)
• A Small-Sample Estimator for the Sample-Selection Model
• An Information Theoretic Approach for Estimating Nonlinear Dynamic Models
• Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
• Estimation and inference with censored and ordered multinomial response data
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• On Information and Sufficiency
• Sample Selection Bias as a Specification Error
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism

Cited in

(1)

• Asymptotics for the maximum sample likelihood estimator under informative selection from a finite population

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