Maximum entropy estimation for survey sampling

DOI10.1016/J.JSPI.2010.06.002zbMATH Open1197.62008arXiv0909.4046OpenAlexW2019269717MaRDI QIDQ710784FDOQ710784

Authors: Fabrice Gamboa, Jean-Michel Loubes, Paul Rochet 

Publication date: 22 October 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Abstract: Calibration methods have been widely studied in survey sampling over the last decades. Viewing calibration as an inverse problem, we extend the calibration technique by using a maximum entropy method. Finding the optimal weights is achieved by considering random weights and looking for a discrete distribution which maximizes an entropy under the calibration constraint. This method points a new frame for the computation of such estimates and the investigation of its statistical properties.

Full work available at URL: https://arxiv.org/abs/0909.4046

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zbMATH Keywords

Bayesian estimationcalibrationinverse problems

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12) Sampling theory, sample surveys (62D05)

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Cited In (3)

• Large sample properties of maximum entropy histograms
• Functional calibration estimation by the maximum entropy on the mean principle
• Approximate maximum entropy on the mean for instrumental variable regression

Uses Software

• CALMAR2

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