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Calculation of maximum entropy densities with application to income distribution

Citations

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Cited by:

  1. Tack, Jesse, 2013. "A Nested Test for Common Yield Distributions with Applications to U.S. Corn," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 38(1), pages 1-14, April.
  2. Ximing Wu & Jeffrey M. Perloff, 2005. "China's Income Distribution, 1985-2001," The Review of Economics and Statistics, MIT Press, vol. 87(4), pages 763-775, November.
  3. Ximing Wu & Thanasis Stengos, 2005. "Partially adaptive estimation via the maximum entropy densities," Econometrics Journal, Royal Economic Society, vol. 8(3), pages 352-366, December.
  4. Yan, Ting & Zhao, Yunpeng & Qin, Hong, 2015. "Asymptotic normality in the maximum entropy models on graphs with an increasing number of parameters," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 61-76.
  5. Jesse B. Tack & David Ubilava, 2015. "Climate and agricultural risk: measuring the effect of ENSO on U.S. crop insurance," Agricultural Economics, International Association of Agricultural Economists, vol. 46(2), pages 245-257, March.
  6. Wu, Ximing & Perloff, Jeffrey M., 2004. "China's Income Distribution Over Time: Reasons for Rising Inequality," Institute for Research on Labor and Employment, Working Paper Series qt9jw2v939, Institute of Industrial Relations, UC Berkeley.
  7. repec:rim:rimwps:24-07 is not listed on IDEAS
  8. Fernandes, Leonardo H.S. & de Araújo, Fernando H.A. & Silva, Igor E.M. & Neto, Jusie S.P., 2021. "Macroeconophysics indicator of economic efficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
  9. 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.
  10. Tanaka, Ken'ichiro & Toda, Alexis Akira, 2015. "Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis," University of California at San Diego, Economics Working Paper Series qt2tc0m67t, Department of Economics, UC San Diego.
  11. Tanaka, Ken’ichiro & Toda, Alexis Akira, 2013. "Discrete approximations of continuous distributions by maximum entropy," Economics Letters, Elsevier, vol. 118(3), pages 445-450.
  12. Yiguo Sun & Thanasis Stengos, 2008. "The absolute health income hypothesis revisited: a semiparametric quantile regression approach," Empirical Economics, Springer, vol. 35(2), pages 395-412, September.
  13. Omar Abdul Rahman Kittaneh, 2019. "Estimating the Income Distribution of Some Muslim Countries Based on Entropy Measures تقدير توزيع الدخل لبعض الدول الإسلامية بناء على مقاييس عشوائية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 32(1), pages 159-169, January.
  14. 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.
  15. Usta, Ilhan & Kantar, Yeliz Mert, 2011. "On the performance of the flexible maximum entropy distributions within partially adaptive estimation," Computational Statistics & Data Analysis, Elsevier, vol. 55(6), pages 2172-2182, June.
  16. Beatty, Timothy K.M. & LaFrance, Jeffrey T., 2005. "U.S. Demand for Food and Nutrition in the 20th Century," CUDARE Working Papers 25105, University of California, Berkeley, Department of Agricultural and Resource Economics.
  17. Rompolis, Leonidas S., 2010. "Retrieving risk neutral densities from European option prices based on the principle of maximum entropy," Journal of Empirical Finance, Elsevier, vol. 17(5), pages 918-937, December.
  18. Sylvia J. Soltyk & Felix Chan, 2023. "Modeling time‐varying higher‐order conditional moments: A survey," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 33-57, February.
  19. Stephen Satchell & Susan Thorp & Oliver Williams, 2012. "Estimating Consumption Plans for Recursive Utility by Maximum Entropy Methods," Research Paper Series 300, Quantitative Finance Research Centre, University of Technology, Sydney.
  20. Matt Wiser & Gloria Yeomans-Maldonado & Sudipta Sarangi, 2012. "On "Organized Kissing"," Departmental Working Papers 2012-07, Department of Economics, Louisiana State University.
  21. Bee, Marco & Riccaboni, Massimo & Schiavo, Stefano, 2017. "Where Gibrat meets Zipf: Scale and scope of French firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 481(C), pages 265-275.
  22. Matthew Wiser & Gloria Yeomans-Maldonado & Sudipta Sarangi, 2014. "Having More Fun with Organized Kissing," Southern Economic Journal, John Wiley & Sons, vol. 80(3), pages 855-865, January.
  23. Wu, Ximing & Perloff, Jeffrey M., 2007. "Information-Theoretic Deconvolution Approximation of Treatment Effect Distribution," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6bm6n30x, Department of Agricultural & Resource Economics, UC Berkeley.
  24. Leonidas S. Rompolis & Elias Tzavalis, 2017. "Retrieving risk neutral moments and expected quadratic variation from option prices," Review of Quantitative Finance and Accounting, Springer, vol. 48(4), pages 955-1002, May.
  25. Tack, Jesse B., 2013. "The Effect of Climate on Crop Insurance Premium Rates and Producer Subsidies," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149817, Agricultural and Applied Economics Association.
  26. Lee Tae-Hwy & Ullah Aman & Mao Millie Yi, 2021. "Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility," Journal of Econometric Methods, De Gruyter, vol. 10(1), pages 1-19, January.
  27. Wu, Ximing & Perloff, Jeffrey M., 2005. "GMM Estimation of a Maximum Distribution With Interval Data," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt7jf5w1ht, Department of Agricultural & Resource Economics, UC Berkeley.
  28. Thanasis Stengos & Ximing Wu, 2010. "Information-Theoretic Distribution Test with Application to Normality," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 307-329.
  29. Bhati, Avinash, 2009. "Motivational structures underlying judicial discretion: An information theoretic investigation," MPRA Paper 57834, University Library of Munich, Germany.
  30. Zhang, Wei & Liu, Jing & Goodman, Jesse & Weir, Bruce S. & Fewster, Rachel M., 2019. "Stationary distribution of the linkage disequilibrium coefficient r2," Theoretical Population Biology, Elsevier, vol. 128(C), pages 19-26.
  31. Jenny Farmer & Donald Jacobs, 2018. "High throughput nonparametric probability density estimation," PLOS ONE, Public Library of Science, vol. 13(5), pages 1-29, May.
  32. Millie Yi Mao & Aman Ullah, 2019. "Information Theoretic Estimation of Econometric Functions," Working Papers 201923, University of California at Riverside, Department of Economics.
  33. 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.
  34. Wu, Ximing, 2010. "Exponential Series Estimator of multivariate densities," Journal of Econometrics, Elsevier, vol. 156(2), pages 354-366, June.
  35. Yichen Gao & Yu Zhang & Ximing Wu, 2015. "Penalized exponential series estimation of copula densities with an application to intergenerational dependence of body mass index," Empirical Economics, Springer, vol. 48(1), pages 61-81, February.
  36. Frank Kwasniok, 2021. "Semiparametric maximum likelihood probability density estimation," PLOS ONE, Public Library of Science, vol. 16(11), pages 1-33, November.
  37. Muhammad Shoaib & Imran Siddiqui & Shafiqur Rehman & Saif Ur Rehman & Shamim Khan & Aref Lashin, 2016. "Comparison of Wind Energy Generation Using the Maximum Entropy Principle and the Weibull Distribution Function," Energies, MDPI, vol. 9(10), pages 1-18, October.
  38. Lee, Jongchul, 2013. "A provincial perspective on income inequality in urban China and the role of property and business income," China Economic Review, Elsevier, vol. 26(C), pages 140-150.
  39. Ximing Wu & Andreas Savvides & Thanasis Stengos, 2008. "The Global Joint Distribution of Income and Health," Working Paper series 25_08, Rimini Centre for Economic Analysis.
  40. 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.
  41. Shamilov, Aladdin, 2007. "Generalized entropy optimization problems and the existence of their solutions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(2), pages 465-472.
  42. repec:rim:rimwps:25-08 is not listed on IDEAS
  43. Marco Bee, 2020. "On discriminating between lognormal and Pareto tail: A mixture-based approach," DEM Working Papers 2020/9, Department of Economics and Management.
  44. Jesse Tack & Ardian Harri & Keith Coble, 2012. "More than Mean Effects: Modeling the Effect of Climate on the Higher Order Moments of Crop Yields," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 94(5), pages 1037-1054.
  45. Bao, Xing & Tang, Ou & Ji, Jianhua, 2008. "Applying the minimum relative entropy method for bimodal distribution in a remanufacturing system," International Journal of Production Economics, Elsevier, vol. 113(2), pages 969-979, June.
  46. Lee, Jongchul, 2013. "Income Inequality In Urban China And The Role Of State Sector," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 54(2), pages 159-176, December.
  47. Emanuele Taufer & Sudip Bose & Aldo Tagliani, 2009. "Optimal predictive densities and fractional moments," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(1), pages 57-71, January.
  48. Hatice Çiçek & Sinan Saraçlı, 2015. "Performance Of Shannon's Maximum Entropy Distribution Under Some Restrictions: An Application On Turkey's Annual Temperatures," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(1), pages 7-14, June.
  49. Bee, Marco & Riccaboni, Massimo & Schiavo, Stefano, 2013. "The size distribution of US cities: Not Pareto, even in the tail," Economics Letters, Elsevier, vol. 120(2), pages 232-237.
  50. Chan, Felix, 2009. "Modelling time-varying higher moments with maximum entropy density," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2767-2778.
  51. Chu, Ba, 2011. "Recovering copulas from limited information and an application to asset allocation," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1824-1842, July.
  52. Ba Chu & Stephen Satchell, 2016. "Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence," Econometrics, MDPI, vol. 4(2), pages 1-21, March.
  53. Bao, Xing & Diabat, Ali & Zheng, Zhongliang, 2020. "An ambiguous manager's disruption decisions with insufficient data in recovery phase," International Journal of Production Economics, Elsevier, vol. 221(C).
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