Download or read book Maximum Entropy Estimation of Density and Regression Functions written by Hang Keun Ryu and published by . This book was released on 1991 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Maximum Entropy Estimation of Density and Regression Functions written by Hang K. Ryu and published by . This book was released on 1991 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Orthonormal Basis and Maximum Entropy Estimation of Probability Density and Regression Functions written by Hang Keun Ryu and published by . This book was released on 1990 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Maximum Entropy in Applied Econometric Research written by Jatikumar Sengupta and published by . This book was released on 1990 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Maximum Entropy Probability Density Function Estimation Applied to Difference Games written by J. Y. S. Luh and published by . This book was released on 1974 with total page 119 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Maximum entropy Models in Science and Engineering written by Jagat Narain Kapur and published by John Wiley & Sons. This book was released on 1989 with total page 660 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Is The First Comprehensive Book About Maximum Entropy Principle And Its Applications To A Diversity Of Fields Like Statistical Mechanics, Thermo-Dynamics, Business, Economics, Insurance, Finance, Contingency Tables, Characterisation Of Probability Distributions (Univariate As Well As Multivariate, Discrete As Well As Continuous), Statistical Inference, Non-Linear Spectral Analysis Of Time Series, Pattern Recognition, Marketing And Elections, Operations Research And Reliability Theory, Image Processing, Computerised Tomography, Biology And Medicine. There Are Over 600 Specially Constructed Exercises And Extensive Historical And Bibliographical Notes At The End Of Each Chapter.The Book Should Be Of Interest To All Applied Mathematicians, Physicists, Statisticians, Economists, Engineers Of All Types, Business Scientists, Life Scientists, Medical Scientists, Radiologists And Operations Researchers Who Are Interested In Applying The Powerful Methodology Based On Maximum Entropy Principle In Their Respective Fields.
Download or read book The Maximum Entropy Method written by Nailong Wu and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forty years ago, in 1957, the Principle of Maximum Entropy was first intro duced by Jaynes into the field of statistical mechanics. Since that seminal publication, this principle has been adopted in many areas of science and technology beyond its initial application. It is now found in spectral analysis, image restoration and a number of branches ofmathematics and physics, and has become better known as the Maximum Entropy Method (MEM). Today MEM is a powerful means to deal with ill-posed problems, and much research work is devoted to it. My own research in the area ofMEM started in 1980, when I was a grad uate student in the Department of Electrical Engineering at the University of Sydney, Australia. This research work was the basis of my Ph.D. the sis, The Maximum Entropy Method and Its Application in Radio Astronomy, completed in 1985. As well as continuing my research in MEM after graduation, I taught a course of the same name at the Graduate School, Chinese Academy of Sciences, Beijingfrom 1987to 1990. Delivering the course was theimpetus for developing a structured approach to the understanding of MEM and writing hundreds of pages of lecture notes.
Download or read book Bayesian Analysis in Statistics and Econometrics written by Donald A. Berry and published by John Wiley & Sons. This book was released on 1996 with total page 610 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a definitive work that captures the current state of knowledge of Bayesian Analysis in Statistics and Econometrics and attempts to move it forward. It covers such topics as foundations, forecasting inferential matters, regression, computation and applications.
Download or read book IBSS Economics 1993 Vol 42 written by and published by Psychology Press. This book was released on 1994 with total page 660 pages. Available in PDF, EPUB and Kindle. Book excerpt: This bibliography lists the most important works published in economics in 1993. Renowned for its international coverage and rigorous selection procedures, the IBSS provides researchers and librarians with the most comprehensive and scholarly bibliographic service available in the social sciences. The IBSS is compiled by the British Library of Political and Economic Science at the London School of Economics, one of the world's leading social science institutions. Published annually, the IBSS is available in four subject areas: anthropology, economics, political science and sociology.
Download or read book The Method of Maximum Entropy written by Henryk Gzyl and published by World Scientific. This book was released on 1995 with total page 161 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is an outgrowth of a set of lecture notes on the maximum entropy method delivered at the 1st Venezuelan School of Mathematics. This yearly event aims at acquainting graduate students and university teachers with the trends, techniques and open problems of current interest. In this book the author reviews several versions of the maximum entropy method and makes its underlying philosophy clear.
Download or read book A Comparative Study of Entropy Estimators and Entropy based Goodness of fit Tests written by Stephen Peter Mack and published by . This book was released on 1988 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Flexible Information Theoretic Approach for Inference of Multiple Regression Function and Marginal E Ects written by Amos Golan and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: We develop an estimation procedure of multiple regression function and its derivatives (formarginal e¤ects) based on multivariate maximum entropy (ME) density estimation. The relevantmoments and cross moments conditions are selected to be inlcuded in the inferred distribution.Finite sample and empirical examples show that our proposed ME approach produce an esti-mated joint density leading to superior estimation and prediction of the regression function andits derivatives.
Download or read book Quantiles Parametric Select Density Estimations and Bi Information Parameter Estimators written by Emanuel Parzen and published by . This book was released on 1982 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper outlines a quantile-based approach to functional inference problems in which the parameters to be estimated are density functions. Exponential models and autoregressive models are approximating densities which can be justified as maximum entropy for respectively the entropy of a probability density and the entropy of a quantile density. It is proposed that bi-information estimation of a density function can be developed by analogy to the problem of identification of regression models. (Author).
Download or read book Handbook of Income Inequality Measurement written by Jacques Silber and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 669 pages. Available in PDF, EPUB and Kindle. Book excerpt: Amartya Sen "Equality," I spoke the word As if a wedding vow Ah, but I was so much older then, I am younger than that now. Thus sang Bob Dylan in 1964. Approbation of equality varies not only with our age (though it is not absolutely clear in which direction the values may shift over one's life time), but also with the spirit of the times. The 1960s were good years for singing in praise of equality. The spirit of the present times would probably be better reflected by melodies in admiration of the Federal Reserve System. And yet the technical literature on the evaluation and measurement of economic inequality has grown remarkably over the last three decades. Even as actual economic policies (especially in North America and Europe) have tended to move towards focusing on virtues other than the avoidance of economic inequality, the professional literature on assessing and gauging economic inequality has taken quite a jump forward. A great many different problems have been addressed and effectively sorted out, and new problems continue to be posed and analyzed. The Contents: A Review Jacques Silber has done a great service to the subject by producing this collection of admirablyhelpful and illuminating papers on different aspects of the measurement of income inequality. The reach of this collection is quite remarkable. Along with a thorough overview from the editor himself, the major areas in this complex field have been carefully examined and accessibly discussed.
Download or read book Journal of Econometrics written by and published by . This book was released on 1993 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The Journal of Econometrics is designed to serve as an outlet for important new research in both theoretical and applied econometrics. The scope of the Journal includes papers dealing with estimation and other methodological aspects of the application of statistical inference to economic data, as well as papers dealing with the application of econometric techniques to substantive areas of economics. Econometric research in the traditional divisions of the discipline or in the newly developing areas of social experimentation are decidedly within the range of the Journal's interests.
Download or read book Essays on Maximum Entropy Principle with Applications to Econometrics and Finance written by Sung Yong Park and published by ProQuest. This book was released on 2007 with total page 179 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation studies density estimation and portfolio selection problems using the maximum entropy (ME) principle. Since an entropy measure turns out to be a distance measure between two distributions, it can be used to estimate unknown density function. Entropy can be also interpreted as a measure of the degree of diversification and thus provides an useful way to construct optimal portfolio weights. In this dissertation three subjects are studied extensively. First, we propose ME autoregressive conditional heteroskedasticity model with demonstrating how we can extract informative functional from the data in the form of moment function. Second, the portfolio selection problem is considered using ME principle. We propose to use cross entropy measure as the objective function (to minimize) with side conditions coming from the mean and variance-covariance matrix of the resampled asset returns. Finally, using ME principle, we provided characterization of some well-known income distributions and flexible parametric income distributions which satisfy certain stylized facts of personal income data. Empirical results showed that maximum entropy principle is quite useful for analyzing economic and financial data.
Download or read book Statistics Econometrics and Forecasting written by Arnold Zellner and published by Cambridge University Press. This book was released on 2004-02-19 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on two lectures presented as part of The Stone Lectures in Economics series, Arnold Zellner describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling. Developed by Zellner and Franz Palm, the SEMTSA approach produces an understanding of the relationship of univariate and multivariate time series forecasting models and dynamic, time series structural econometric models. As scientists and decision-makers in industry and government world-wide adopt the Bayesian approach to scientific inference, decision-making and forecasting, Zellner offers an in-depth analysis and appreciation of this important paradigm shift. Finally Zellner discusses the alternative approaches to model building and looks at how the use and development of the SEMTSA approach has led to the production of a Marshallian Macroeconomic Model that will prove valuable to many. Written by one of the foremost practitioners of econometrics, this book will have wide academic and professional appeal.
