Applying maximum entropy to econometric problems

• Άλλοι συγγραφείς: Hill, R. Carter, Fomby, Thomas B.
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Bingley, U.K. : Emerald, 1997.
• Σειρά: Advances in econometrics ; v. 12.
• Θέματα: Business & Economics > Econometrics.; Science > History.; Econometrics.

The entropy concept was developed and used by Shannon in 1940 as a measure of uncertainty in the context of information theory. In 1957 Jaynes made use of Shannon's entropy concept as a basis for estimation and inference in problems that are ill-suited for traditional statistical procedures. Th...