Estimating univariate distributions via relative entropy minimization : case studies on financial and economic data
Craig Friedman, Yangyong Zhang and Jinggang Huang
| Year of publication: |
2010
|
|---|---|
| Authors: | Friedman, Craig ; Zhang, Yangyong ; Huang, Jinggang |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 1, p. 163-193
|
| Subject: | Schätztheorie | Estimation theory | Entropie | Entropy | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008860416