The data-constrained generalized maximum entropy estimator of the GLM: asymptotic theory and inference

DOI10.3390/e15051756zbMath1296.62058OpenAlexW2041614974MaRDI QIDQ742725

Nicholas Scott Cardell, Ron C. Mittelhammer, Thomas L. Marsh

Publication date: 19 September 2014

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e15051756

zbMATH Keywords

asymptotic theorygeneralized maximum entropygeneralized maximum cross-entropyGME as Bayesian estimationGME computationunbiased GME

Mathematics Subject Classification ID

Bayesian inference (62F15) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

Related Items (6)

Ridge estimation in linear mixed measurement error models using generalized maximum entropy ⋮ Freedman’s Paradox: A Solution Based on Normalized Entropy ⋮ Generalized maximum entropy analysis of the linear simultaneous equations model ⋮ Ridge-GME estimation in linear mixed models ⋮ Towards Econometric Mathematical Programming for Policy Analysis ⋮ On regularization of generalized maximum entropy for linear models

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