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Uncertainty, information, and disagreement of economic forecasters

Shoja, Mehdi; Soofi, Ehsan S. - In: Econometric reviews 36 (2017) 6/9, pp. 796-817

Persistent link: https://www.econbiz.de/10011795499

Comparison, utility, and partition of dependence under absolutely continuous and singular distributions

Ebrahimi, Nader; Jalali, Nima Y.; Soofi, Ehsan S. - In: Journal of Multivariate Analysis 131 (2014) C, pp. 32-50

This paper first illustrates that a mutual information index detects and ranks dependence of a wide variety of absolutely continuous families, but the popular association and variance reduction indices fail to serve as such “common metrics”. We then elaborate on some theoretical merits of...

Persistent link: https://www.econbiz.de/10011042048

Information Measures for Nonparametric Kernel Estimation

Beheshti, Neshat; Racine, Jeffrey S.; Soofi, Ehsan S. - Department of Economics, McMaster University - 2015

functions centered at each data point. This framework provides a lower bound for the entropy of the kernel estimate of the … distribution in terms of the entropy of the kernel function and the bandwidth, an input information measure for kernel smoothing …, and a measure of information for kernel estimation. A family of maximum entropy kernels that includes several well …

Persistent link: https://www.econbiz.de/10011269074

Information theoretic methods for categorical data : dedicated to the memory of Solomon Kullback 1907 - 1994

Soofi, Ehsan S. - 1997

Persistent link: https://www.econbiz.de/10001336467

Information theoretic regression methods : dedicated to the memory of Solomon Kullback 1907 - 1994

Soofi, Ehsan S. - 1997

Persistent link: https://www.econbiz.de/10001336469

Ordering univariate distributions by entropy and variance

Ebrahimi, Nader; Maasoumi, Esfandiar; Soofi, Ehsan S. - In: Journal of econometrics 90 (1999) 2, pp. 317-336

Persistent link: https://www.econbiz.de/10001382139

Information measures of kernel estimation

Beheshti, Neshat; Racine, Jeffrey; Soofi, Ehsan S. - In: Econometric reviews 38 (2019) 1, pp. 47-68

Persistent link: https://www.econbiz.de/10012180697

Optimal hazard models based on partial information

Asadi, Majid; Ebrahimi, Nader; Soofi, Ehsan S. - In: European journal of operational research : EJOR 270 (2018) 2, pp. 723-733

Persistent link: https://www.econbiz.de/10011869434

Information indices : unification and applications

Soofi, Ehsan S.; Retzer, J. J. - In: Journal of econometrics 107 (2002) 1/2, pp. 17-40

Persistent link: https://www.econbiz.de/10001651258

Information measures for generalized gamma family

Dadpay, Ali; Soofi, Ehsan S.; Soyer, Refik - In: Journal of econometrics 138 (2007) 2, pp. 568-585

Persistent link: https://www.econbiz.de/10003464312