On the maximum-entropy approach to undersized samples

DOI10.1016/0096-3003(84)90027-4zbMATH Open0538.62043OpenAlexW2040640951MaRDI QIDQ793466FDOQ793466

Authors: Denzil G. Fiebig 

Publication date: 1984

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(84)90027-4

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zbMATH Keywords

estimation of covariance matricesgeneralized inversesmaximum-entropy approachundersized samples

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Software, source code, etc. for problems pertaining to statistics (62-04) Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• On Least Squares with Insufficient Observations
• Title not available (Why is that?)
• Window estimates of location and scale with applications to the Cauchy distribution

Cited In (3)

• Large sample properties of maximum entropy histograms
• A new data adaptive elastic net predictive model using hybridized smoothed covariance estimators with information complexity
• A novel hybrid dimension reduction technique for undersized high dimensional gene expression data sets using information complexity criterion for cancer classification

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