Using moment constraints in GME estimation

DOI10.1007/978-3-030-13487-7_8MaRDI QIDQ5119884zbMATH OpenOpenAlexFDO

Authors Richard E. Howitt, Siwa Msangi

Publication date 9 September 2020

Published in Natural Resource Management and Policy (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-13487-7_8

zbMATH Keywords

generalized maximum entropy (GME) estimation

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10)

Recommendations

• The data-constrained generalized maximum entropy estimator of the GLM: asymptotic theory and inference
• An information-theoretic alternative to maximum likelihood estimation method in ultrastructural measurement error model
• Comparison of maximum entropy and higher-order entropy estimators.
• GMM estimation of a maximum entropy distribution with interval data
• Estimating utility functions using generalized maximum entropy

Cites work

• A maximum entropy approach to estimation and inference in dynamic models or Counting fish in the sea using maximum entropy
• A weighted generalized maximum entropy estimator with a data-driven weight
• An information-theoretical analysis of budget-constrained nonpoint source pollution control.
• Empirical likelihood and general estimating equations
• Empirical likelihood for linear models
• Empirical likelihood ratio confidence intervals for a single functional
• Generalized maximum entropy analysis of the linear simultaneous equations model
• Generalized moment based estimation and inference
• scientific article; zbMATH DE number 1082203 (Why is no real title available?)
• scientific article; zbMATH DE number 1551462 (Why is no real title available?)

Cited in

(1)

• GMM estimation of a maximum entropy distribution with interval data

Describes a project that uses

Uses Software

• GAMS

This page was built for publication: Using moment constraints in GME estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5119884)