Some recent and new results on the maximum entropy distribution
This letter concerns the maximum entropy (ME) distribution proposed by Theil and Laitinen (1980); it summarizes some of the results obtained with this distribution and its explores the conditioning of the ME covariance matrix as the number of variables increases.
Year of publication: |
1982
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Authors: | Theil, Henri |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 1.1982, 1, p. 17-22
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Publisher: |
Elsevier |
Keywords: | Covariance matrix estimation density estimation entropy ridge regression |
Saved in:
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