On the performance of the flexible maximum entropy distributions within partially adaptive estimation
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- repec:gam:jecnmx:v:4:y:2016:i:2:p:20:d:66662 is not listed on IDEAS
- Ba Chu & Stephen Satchell, 2016. "Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence," Econometrics, MDPI, Open Access Journal, vol. 4(2), pages 1-21, March.
- Domenico Di Gangi & Fabrizio Lillo & Davide Pirino, 2015. "Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction," Papers 1509.00607, arXiv.org.
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KeywordsPartially adaptive estimator Maximum entropy distribution Efficiency Non-normal error term;
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