Narrow search
Showing 1 - 10 of 1,655
Cover Image
Semiparametric cross entropy for rare-event simulation
Botev, Zdravko I.; Ridder, Ad; Rojas-Nandayapa, Leonardo - 2013
Persistent link: https://www.econbiz.de/10010191281
Cover Image
A comparative study of the performance of estimating long-memory parameter using wavelet-based entropies
Boubaker, Heni - In: Computational economics 48 (2016) 4, pp. 693-731
Persistent link: https://www.econbiz.de/10011713102
Cover Image
A Monte Carlo study of the effect of design characteristics on the inequality restricted maximum entropy estimator
Campbell, Randall C.; Hill, Rufus Carter - In: Review of applied economics 1 (2005) 1, pp. 53-84
Persistent link: https://www.econbiz.de/10003779390
Cover Image
Robust small sample accurate inference in moment condition models
Lô, Serigne N. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003335766
Cover Image
Estimating the effect of technological factors from samples affected by collinearity : a data-weighted entropy approach
Fernández-Vázquez, Esteban - In: Empirical economics : a journal of the Institute for … 47 (2014) 2, pp. 717-731
Persistent link: https://www.econbiz.de/10010391109
Cover Image
A Monte Carlo study of a generalized maximum entropy estimator of the binary choice model
Adkins, Lee Chester - 1997
Persistent link: https://www.econbiz.de/10001336464
Cover Image
A comparison study on criteria to select the most adequate weighting matrix
Herrera, Marcos; Mur, Jésus; Ruiz Marín, Manuel - 2017
Persistent link: https://www.econbiz.de/10012034633
Cover Image
Minimum Relative Entropy Inference for Normal and Monte Carlo Distributions
Colasante, Marcello - 2020
We represent affine sub-manifolds of exponential family distributions as minimum relative entropy sub-manifolds. With …
Persistent link: https://www.econbiz.de/10012847009
Cover Image
Arbitrary Spearman’s Rank Correlations in Maximum Entropy Bootstrap and Improved Monte Carlo Simulations
Vinod, Hrishikesh D. - 2020
The R package for maximum entropy bootstrap (meboot) is widely used for numerous applications involving statistical …
Persistent link: https://www.econbiz.de/10012831864
Cover Image
Importance sampling for jump-diffusions via cross-entropy
Rieke, Rebecca; Sun, Weifeng; Wang, Hui - In: The journal of computational finance 22 (2018) 1, pp. 107-130
Persistent link: https://www.econbiz.de/10011890185