Search Results - subject:"Entropy function"

How does the entropy function explain the distribution of high-frequency data?

Moriya, Hiroyuki - In: Digital Designs for Money, Markets, and Social Dilemmas, (pp. 363-383). 2022

Persistent link: https://www.econbiz.de/10013363391

Non-parametric estimation of the generalized past entropy function with censored dependent data

Maya, R.; Abdul-Sathar, E.I.; Rajesh, G. - In: Statistics & Probability Letters 90 (2014) C, pp. 129-135

The generalized past entropy function introduced by Gupta and Nanda (2002) is viewed as a dynamic measure of …-parametric kernel-type estimator for the generalized past entropy function based on censored data. Asymptotic properties of the …

Persistent link: https://www.econbiz.de/10011039900

Local linear estimation of residual entropy function of conditional distributions

Rajesh, G.; Abdul-Sathar, E.I.; Maya, R. - In: Computational Statistics & Data Analysis 88 (2015) C, pp. 1-14

Local linear estimators for the conditional residual entropy function in the case of complete and censored samples are …

Persistent link: https://www.econbiz.de/10011264456

Modelling subjective utility through entropy

Aggarwal, Manish - In: Journal of the Operational Research Society 70 (2019) 4, pp. 634-654

Persistent link: https://www.econbiz.de/10012212909

Rényi’s residual entropy: A quantile approach

Nanda, Asok K.; Sankaran, P.G.; Sunoj, S.M. - In: Statistics & Probability Letters 85 (2014) C, pp. 114-121

In the present paper, we introduce a quantile based Rényi’s entropy function and its residual version. We study certain … properties and applications of the measure. Unlike the residual Rényi’s entropy function, the quantile version uniquely …

Persistent link: https://www.econbiz.de/10010743579

Solving semi-infinite programs by smoothing projected gradient method

Xu, Mengwei; Wu, Soon-Yi; Ye, Jane - In: Computational Optimization and Applications 59 (2014) 3, pp. 591-616

entropy function to approximate the value function and then solve SIP by the smoothing projected gradient method. Moreover we … integral entropy function and the value function, and between locally optimal solutions of the smoothing problem and those for …

Persistent link: https://www.econbiz.de/10011151829

On the Finite Termination of An Entropy Function Based Smoothing Newton Method for Vertical Linear Complementarity Problems

Birbil, Birbil, S.I.; Fang, Fang, S-C.; Han, J. - Erasmus Research Institute of Management (ERIM), … - 2002

By using a smooth entropy function to approximate the non-smooth max-type function, a vertical linear complementarity …

Persistent link: https://www.econbiz.de/10010731289

On the finite termination of an entropy function based smoothing Newton method for vertical linear complementarity problems

Fang, S.-C.; Han, J.; Huang, Huang, Z.; Birbil, Birbil, S.I. - Faculteit der Economische Wetenschappen, Erasmus … - 2002

By using a smooth entropy function to approximate the non-smooth max-type function, a vertical linear complementarity …

Persistent link: https://www.econbiz.de/10010837715

On the Finite Termination of An Entropy Function Based Smoothing Newton Method for Vertical Linear Complementarity Problems

Birbil, S.I.; Fang, S-C.; Han, J. - Erasmus Research Institute of Management (ERIM), ERIM … - 2002

By using a smooth entropy function to approximate the non-smooth max-type function, a vertical linear complementarity …

Persistent link: https://www.econbiz.de/10005288717

On the finite termination of an entropy function based smoothing Newton method for vertical linear complementarity problems

Fang, S.-C.; Han, J.; Huang, Z.; Birbil, S.I. - Erasmus University Rotterdam, Econometric Institute - 2002

By using a smooth entropy function to approximate the non-smooth max-type function, a vertical linear complementarity …

Persistent link: https://www.econbiz.de/10008584713