A simple form of the maximum entropy moment matrix and its inverse-Reference-Cited by-同舟云学术

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A simple form of the maximum entropy moment matrix and its inverse

Published:1980-01 Issue:1 Volume:5 Page:53-57
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Theil Henri

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference4 articles.

1. Ridge regression: Biased estimation for nonorthogonal problems;Hoerl;Technometrics,1970

2. A simulation study of the maximum entropy moment matrix;Meisner;Economics Letters,1980

3. A critique of some ridge regression methods;Smith;Journal of the American Statistical Association,1980

4. Singular moment matrices in applied econometrics;Theil,1980

Cited by 11 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The positive maximum entropy distribution;Economics Letters;1981-01

2. Simulation evidence on the ridge and the shrinkage of the maximum entropy variance;Economics Letters;1981-01

3. Moments of the maximum entropy and the symmetric maximum entropy distribution;Economics Letters;1981-01

4. A risk evaluation of the maximum entropy correlation coefficients;Economics Letters;1980-01

5. The maximum entropy moment matrix with missing values;Economics Letters;1980-01

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