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Applying maximum entropy to econometric problems /
The entropy concept was developed and used by Shannon in 1940 as a measure of uncertainty in the context of information theory. In 1957 Jaynes made use of Shannon's entropy concept as a basis for estimation and inference in problems that are ill-suited for traditional statistical procedures. Th...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Bingley, U.K. :
Emerald,
1997.
|
| Colección: | Advances in econometrics ;
v. 12. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Information theoretic methods for categorical data : dedicated to the memory of Solomon Kullback 1907-1994 / D.V. Gokhale
- Model selection by maximum entropy / Jan G. De Gooijer
- Maximum-entropy acceptable-likelihood estimation of population heterogeneity / Peter S. Faynzilberg
- A monte carlo study of a generalized maximum entropy estimator of the binary choice model / Lee Adkins
- constructing a unimodal bayesian prior distribution from incompletely assessed information / Kwang H. Paick
- Recovering wastewater treatment objectives : an application of entropy estimation for inverse control problems / Linda Fernandez
- Dart boards and asset prices : Introducing the entropy pricing theory / Les Gulko
- Information theoretic regression methods : Dedicated to the memory of Solomon Kullback 1907-1994 / Ehsan S. Soofi
- Maximum entropy and derivative securities / Raymond J. Hawkins
- The maximum entropy approach to estimation and inference : an overview / Douglas Miller
- Forecasting the production benefits and incidence of a public program : an integrated survey and estimation procedure applied to study the california irrigation management information system / David Zilberman
- Another perspective on recent changes in the U.S. income distribution : an index space representation / Daniel J. Slottje
- Omnibus tests for multivariate normality based on a class of maximum entropy distributions / Carlos M. Urzua
- The Bayesian method of moments (BMOM) : theory and applications / Arnold Zellner.