(Generalized) maximum cumulative direct, paired, and residual Φ entropy principle
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Park, Sung Y. & Bera, Anil K., 2009. "Maximum entropy autoregressive conditional heteroskedasticity model," Journal of Econometrics, Elsevier, vol. 150(2), pages 219-230, June.
- Georgios Psarrakos & Jorge Navarro, 2013. "Generalized cumulative residual entropy and record values," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(5), pages 623-640, July.
- Yogesh Mani Tripathi & Amulya Kumar Mahto & Sanku Dey, 2017. "Efficient Estimation of the PDF and the CDF of a Generalized Logistic Distribution," Annals of Data Science, Springer, vol. 4(1), pages 63-81, March.
- Jorge Navarro & Georgios Psarrakos, 2017. "Characterizations based on generalized cumulative residual entropy functions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(3), pages 1247-1260, February.
- Su, Steve, 2007. "Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 21(i09).
- Vikas Kumar, 2017. "Characterization results based on dynamic Tsallis cumulative residual entropy," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(17), pages 8343-8354, September.
- P. G. Sankaran & S. M. Sunoj, 2017. "Quantile-based cumulative entropies," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(2), pages 805-814, January.
- Ilhan Usta, 2013. "Different estimation methods for the parameters of the extended Burr XII distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(2), pages 397-414, February.
- Shao, Quanxi, 2004. "Notes on maximum likelihood estimation for the three-parameter Burr XII distribution," Computational Statistics & Data Analysis, Elsevier, vol. 45(3), pages 675-687, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Tahmasebi Saeid & Parsa Hojat, 2019. "Notes on Cumulative Entropy as a Risk Measure," Stochastics and Quality Control, De Gruyter, vol. 34(1), pages 1-7, June.
- Suchandan Kayal, 2018. "On Weighted Generalized Cumulative Residual Entropy of Order n," Methodology and Computing in Applied Probability, Springer, vol. 20(2), pages 487-503, June.
- Antonio Di Crescenzo & Suchandan Kayal & Abdolsaeed Toomaj, 2019. "A past inaccuracy measure based on the reversed relevation transform," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(5), pages 607-631, July.
- Aswathy S. Krishnan & S. M. Sunoj & P. G. Sankaran, 2019. "Quantile-based reliability aspects of cumulative Tsallis entropy in past lifetime," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(1), pages 17-38, January.
- Jafar Ahmadi, 2021. "Characterization of continuous symmetric distributions using information measures of records," Statistical Papers, Springer, vol. 62(6), pages 2603-2626, December.
- Vilkkumaa, Eeva & Liesiö, Juuso & Salo, Ahti, 2014. "Optimal strategies for selecting project portfolios using uncertain value estimates," European Journal of Operational Research, Elsevier, vol. 233(3), pages 772-783.
- Shahzad Hussain & Sajjad Haider Bhatti & Tanvir Ahmad & Muhammad Ahmed Shehzad, 2021. "Parameter estimation of the Pareto distribution using least squares approaches blended with different rank methods and its applications in modeling natural catastrophes," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 107(2), pages 1693-1708, June.
- Carol Alexander & José María Sarabia, 2012. "Quantile Uncertainty and Value‐at‐Risk Model Risk," Risk Analysis, John Wiley & Sons, vol. 32(8), pages 1293-1308, August.
- Georgios Psarrakos, 2016. "An Operator Property of the Distribution of a Nonhomogeneous Poisson Process with Applications," Methodology and Computing in Applied Probability, Springer, vol. 18(4), pages 1197-1215, December.
- Tahmasebi, Saeid & Eskandarzadeh, Maryam, 2017. "Generalized cumulative entropy based on kth lower record values," Statistics & Probability Letters, Elsevier, vol. 126(C), pages 164-172.
- Kumar, Vikas & Rekha,, 2018. "A quantile approach of Tsallis entropy for order statistics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 916-928.
- 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, revised Jul 2018.
- Amal S. Hassan & Salwa M. Assar & Kareem A. Ali & Heba F. Nagy, 2021. "Estimation of the density and cumulative distribution functions of the exponentiated Burr XII distribution," Statistics in Transition New Series, Polish Statistical Association, vol. 22(4), pages 171-189, December.
- Carol Alexander & Jose Maria Sarabia, 2010. "Endogenizing Model Risk to Quantile Estimates," ICMA Centre Discussion Papers in Finance icma-dp2010-07, Henley Business School, University of Reading.
- Di Gangi, Domenico & Lillo, Fabrizio & Pirino, Davide, 2018. "Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction," Journal of Economic Dynamics and Control, Elsevier, vol. 94(C), pages 117-141.
- Sung Y. Park & Anil K. Bera, 2018.
"Information theoretic approaches to income density estimation with an application to the U.S. income data,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 16(4), pages 461-486, December.
- Sung Y. Park & Anil K. Bera, 2018. "Information theoretic approaches to income density estimation with an application to the U.S. income data," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 16(4), pages 461-486, December.
- Sun, Hongfang & Chen, Yu & Hu, Taizhong, 2022. "Statistical inference for tail-based cumulative residual entropy," Insurance: Mathematics and Economics, Elsevier, vol. 103(C), pages 66-95.
- Mohamed Said Mohamed, 2020. "On Cumulative Tsallis Entropy and Its Dynamic Past Version," Indian Journal of Pure and Applied Mathematics, Springer, vol. 51(4), pages 1903-1917, December.
- Gersbach, Hans & Liu, Yulin & Tischhauser, Martin, 2021.
"Versatile forward guidance: escaping or switching?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
- Gersbach, Hans & Liu, Yulin & Tischhauser, Martin, 2018. "Versatile Forward Guidance: Escaping or Switching?," CEPR Discussion Papers 12559, C.E.P.R. Discussion Papers.
- Salman A Rahman & Sheila K West & Harran Mkocha & Beatriz Munoz & Travis C Porco & Jeremy D Keenan & Thomas M Lietman, 2015. "The Distribution of Ocular Chlamydia Prevalence across Tanzanian Communities Where Trachoma Is Declining," PLOS Neglected Tropical Diseases, Public Library of Science, vol. 9(3), pages 1-8, March.
More about this item
Keywords
cumulative entropy; maximum entropy distribution; generalized Tukey λ distribution; generalized logistic distribution; skewed logistic distribution; skewed Tukey λ distribution; skewed normal distribution; Weibull distribution; extended Burr XII distribution;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2018-01-01 (Econometrics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:iwqwdp:252017. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/vierlde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.