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  • Search: subject:"Kullback–Leibler divergence"
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Year of publication
Subject
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Kullback-Leibler divergence 69 Theorie 34 Theory 32 Kullback–Leibler divergence 26 Statistische Verteilung 14 Statistical distribution 12 ARCH-Modell 10 Entropy 10 Entropie 9 Estimation theory 9 Schätztheorie 9 ARCH model 8 Kullback-Leibler Divergence 8 mixture of Student-t distributions 8 Expectation Maximization 7 Metropolis-Hastings algorithm 7 Risikomaß 7 Time series analysis 7 Zeitreihenanalyse 7 Algorithmus 6 Bayesian inference 6 Estimation 6 Prognoseverfahren 6 Risk measure 6 Schätzung 6 importance sampling 6 Forecasting model 5 Importance sampling 5 Portfolio selection 5 Portfolio-Management 5 Relative entropy 5 relative entropy 5 Algorithm 4 Bayes-Statistik 4 Blackwell ordering 4 Capital income 4 DCC GARCH 4 Kapitaleinkommen 4 Risiko 4 Risk 4
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Online availability
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Undetermined 57 Free 47 CC license 2
Type of publication
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Article 72 Book / Working Paper 41 Other 1
Type of publication (narrower categories)
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Working Paper 33 Article in journal 31 Aufsatz in Zeitschrift 31 Arbeitspapier 20 Graue Literatur 20 Non-commercial literature 20 Article 2
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Language
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English 68 Undetermined 46
Author
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Hoogerheide, Lennart 9 Opschoor, Anne 9 Dijk, Herman K. van 7 Blasques, Francisco 4 Cabrales, Antonio 4 Gossner, Olivier 4 Lucas, André 4 Serrano, Roberto 4 Belomestny, Denis 3 Koopman, Siem Jan 3 Mrázová, Monika 3 Neary, J. Peter 3 Parenti, Mathieu 3 Parra-Alvarez, Juan Carlos 3 Polanski, Arnold 3 Posch, Olaf 3 Stoja, Evarist 3 Wang, Mu-Chun 3 Artemova, Mariia 2 Benati, Luca 2 Beutner, Eric A. 2 Blasques, Francisco F. 2 Dudoit, Sandrine 2 Gorgi, Paolo 2 Härdle, Wolfgang 2 Keles, Sunduz 2 Komaki, Fumiyasu 2 Koopman, Siem Jan S.J. 2 Laan, Mark van der 2 Lampert, Timm 2 Li, Yong 2 Lin, Yicong 2 Lubik, Thomas A. 2 Ma, Shujie 2 Millossovich, Pietro 2 Motorin, Vladimir 2 Müller, Karsten 2 Penev, Spiridon 2 Shevchenko, Pavel V. 2 Sibbertsen, Philipp 2
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Institution
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Tinbergen Instituut 2 Departamento de Economía, Universidad Carlos III de Madrid 1 Dipartimento di Economia, Università degli Studi di Roma 3 1 Faculty of Economics, University of Cambridge 1 School of Economics, Singapore Management University 1 Tinbergen Institute 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Annals of the Institute of Statistical Mathematics 10 Discussion paper / Tinbergen Institute 6 Tinbergen Institute Discussion Paper 6 Journal of Multivariate Analysis 3 Journal of econometrics 3 Tinbergen Institute Discussion Papers 3 Computational Statistics 2 Computational Statistics & Data Analysis 2 European journal of operational research : EJOR 2 Insurance / Mathematics & economics 2 International journal of theoretical and applied finance 2 Journal of Applied Statistics 2 Journal of Econometrics 2 Physica A: Statistical Mechanics and its Applications 2 Psychometrika 2 Statistical Applications in Genetics and Molecular Biology 2 Statistics & Probability Letters 2 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Applied Economics Letters 1 Applied economics 1 Applied economics letters 1 CESifo Working Paper 1 CESifo working papers 1 CREATES research paper 1 Cambridge Working Papers in Economics 1 Department of Economics discussion paper series / University of Oxford 1 Departmental Working Papers of Economics - University 'Roma Tre' 1 Deutsche Bundesbank Discussion Paper 1 Discussion Papers 1 Discussion paper 1 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 1 Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre 1 ESRB Working Paper Series 1 Econometric Reviews 1 Economic theory : official journal of the Society for the Advancement of Economic Theory 1 Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid 1 Economics letters 1 Eurasian Academy Of Sciences Social Sciences Journal 1 Evolutionary and institutional economics review 1 Finance and economics discussion series 1
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Source
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ECONIS (ZBW) 51 RePEc 46 EconStor 15 BASE 1 Other ZBW resources 1
Showing 21 - 30 of 114
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Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos; Posch, Olaf; Wang, Mu-Chun - 2020
to use the Kullback-Leibler diver-gence to investigate identification problems that may affect inference. Our …
Persistent link: https://www.econbiz.de/10012256501
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The empirical saddlepoint estimator
Holcblat, Benjamin; Sowell, Fallaw - 2019
Persistent link: https://www.econbiz.de/10012233215
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Myopic robust index tracking with Bregman divergence
Penev, Spiridon; Shevchenko, Pavel V.; Wu, Wei - In: Quantitative finance 22 (2022) 2, pp. 289-302
Persistent link: https://www.econbiz.de/10013167742
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Sales and Markup Dispersion: Theory and Empirics
Mrázová, Monika; Neary, J. Peter; Parenti, Mathieu - 2018
We derive exact conditions relating the distributions of firm productivity, sales, output, and markups to the form of demand in monopolistic competition. Applications include a new “CREMR” demand function (Constant Revenue Elasticity of Marginal Revenue): it is necessary and sufficient for...
Persistent link: https://www.econbiz.de/10012018124
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Sales and markup dispersion : theory and empirics
Mrázová, Monika; Neary, J. Peter; Parenti, Mathieu - 2018
We derive exact conditions relating the distributions of firm productivity, sales, output, and markups to the form of demand in monopolistic competition. Applications include a new “CREMR” demand function (Constant Revenue Elasticity of Marginal Revenue): it is necessary and sufficient for...
Persistent link: https://www.econbiz.de/10011955531
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Do algebraic numbers follow Khinchin's law?
Sibbertsen, Philipp; Lampert, Timm; Müller, Karsten; … - 2021
-Kuzmin distribution (also called Khinchin's law). We apply the Kullback Leibler Divergence (KLD) to show that the Gauss …
Persistent link: https://www.econbiz.de/10012550159
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Do algebraic numbers follow Khinchin's law?
Sibbertsen, Philipp; Lampert, Timm; Müller, Karsten; … - 2021
-Kuzmin distribution (also called Khinchin's law). We apply the Kullback Leibler Divergence (KLD) to show that the Gauss …
Persistent link: https://www.econbiz.de/10012545138
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Searching for hysteresis
Benati, Luca; Lubik, Thomas A. - 2021
computed based on the actual data via the Kullback-Leibler divergence. Based on two alternative identification schemes …
Persistent link: https://www.econbiz.de/10012520175
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Sensitivity analysis with χ2-divergences
Makam, Vaishno Devi; Millossovich, Pietro; Tsanakas, Andreas - In: Insurance / Mathematics & economics 100 (2021), pp. 372-383
Persistent link: https://www.econbiz.de/10012622399
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Anomaly detection for unlabelled unit space using the Mahalanobis-Taguchi system
Ohkubo, Masato; Nagata, Yasushi - In: Total quality management & business excellence 32 (2021) 6, pp. 591-605
Persistent link: https://www.econbiz.de/10012440313
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