𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Comparison of maximum entropy and higher-order entropy estimators

✍ Scribed by Amos Golan; Jeffrey M. Perloff


Book ID
108432626
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
196 KB
Volume
107
Category
Article
ISSN
0304-4076

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Estimation by Maximum Entropy Subject to
✍ L. P. Lefkovitch πŸ“‚ Article πŸ“… 1989 πŸ› John Wiley and Sons 🌐 English βš– 961 KB

If the variance, V = V(p, S) is some known function of the mean, ,u=p(&, where and may include unknown parameters, then given empirical data, this paper describes how to es?;imate the unknown parameters by choosing them to satisfy the variance/mean relationship, and simultaneously to require that th

Power law distributions of spectral dens
✍ V.S. Anishchenko; W. Ebeling; A.B. Neiman πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 691 KB

Long strings of letters generated by intermittent nonlinear processes through symbolic dynamics and texts generated by language-like processes are investigated. The analysis of the spectral density and the higher order entropies shows certain similarities between these two classes of processes. Typi

Maximum entropy principle and statistica
✍ M. MenΓ©ndez; D. Morales; L. Pardo πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 410 KB

Using sample quantiles, a point estimation procedure based on the maximum entropy principle is proposed. Under standard regularity conditions it is shown that these estimators are efficient and asymptotically normal. A goodness-offit test statistic is also given and its asymptotic chi-square distrib