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A robust generalised maximum e...
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1
Sieve estimation of the minimal
entropy
martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
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Combining physical and behavioral response to salinity
MacEwan, Duncan
;
Howitt, Richard E.
;
Medellín-Azuara, …
- In:
Water economics and policy
2
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011914208
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An O(log n/log log n)-approximation algorithm for the asymmetric traveling salesman problem
Asadpour, Arash
;
Goemans, Michel X.
;
Mądry, Aleksander
; …
- In:
Operations research
65
(
2017
)
4
,
pp. 1043-1061
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Multicollinearity
and maximum
entropy
estimators
Paris, Quirino
(
contributor
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- In:
Economics bulletin : EB
(
2001
)
Persistent link: https://www.econbiz.de/10001697771
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Maxentropic approach to decompound aggregate risk losses
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 326-336
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6
Modeling maximum
entropy
distributions for financial returns by moment combination and selection
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 414-455
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On the robustness of risk-based asset allocations
Poddig, Thorsten
;
Unger, Albina
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Financial markets and portfolio management
26
(
2012
)
3
,
pp. 369-401
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An excess-demand dynamic traffic assignment approach for inferring origin-destination trip matrices
Xie, Chi
;
Duthie, Jennifer
- In:
Networks and spatial economics : a journal of …
15
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2015
)
4
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pp. 947-979
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Technical efficiency with state-contingent production frontiers using maximum
entropy
estimators
Macedo, Pedro
;
Silva, Elvira
;
Scotto, Manuel González
- In:
Journal of productivity analysis
41
(
2014
)
1
,
pp. 131-140
Persistent link: https://www.econbiz.de/10010429330
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10
Incorporating prior information when true priors are unknown: an Information-Theoretic approach for increasing efficiency in estimation
Henderson, Heath
;
Golan, Amos
;
Seabold, Skipper
- In:
Economics letters
127
(
2015
),
pp. 1-5
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