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...

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Bibliographic Details
Other Authors: Hill, R. Carter., Fomby, Thomas B.
Format: eBook
Language: English
Published: Bingley, U.K. : Emerald, 1997.
Series: Advances in econometrics ; v. 12.
Subjects:
Econometrics.
elektronické knihy
electronic books
ISBN: 9781849508247
Physical Description: 1 online zdroj (xii, 358 p.).

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Summary: 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. This volume consists of two sections. The first section contains papers developing econometric methods based on the entropy principle. An interesting array of applications is presented in the second section of the volume.
Bibliography: Obsahuje bibliografie
ISBN: 9781849508247
ISSN: 0731-9053 ;
Access: Plný text je dostupný pouze z IP adres počítačů Univerzity Tomáše Bati ve Zlíně nebo vzdáleným přístupem pro zaměstnance a studenty univerzity

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