Estimating univariate distributions via relative entropy minimization : case studies on financial and economic data
Year of publication: |
2010
|
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Authors: | Friedman, Craig ; Zhang, Yangyong ; Huang, Jinggang |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 1, p. 163-193
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Subject: | Schätztheorie | Estimation theory | Entropie | Entropy | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Theorie | Theory |
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