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Search: subject:"Kullback–Leibler divergence"
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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
All
Article
72
Book / Working Paper
41
Other
1
Type of publication (narrower categories)
All
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
All
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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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
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41
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114
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41
An information theory perspective on the balanced minimum evolution problem
Catanzaro, Daniele
;
Frohn, Martin
;
Pesenti, Raffaele
- In:
Operations research letters
48
(
2020
)
3
,
pp. 362-367
Persistent link: https://www.econbiz.de/10012254106
Saved in:
42
Improving Discretization Exploiting Dependence Structure
Marella, Daniela
;
Mezzini, Mauro
;
Vicard, Paola
-
Dipartimento di Economia, Università degli Studi di Roma 3
-
2015
discretizing the continuous variables. In this paper we propose a discretization algorithm based on the
Kullback-Leibler
divergence
…
Persistent link: https://www.econbiz.de/10011124480
Saved in:
43
Pricing kernel modeling
Belomestny, Denis
;
Ma, Shujie
;
Härdle, Wolfgang
-
2015
through one-step penalized least squares estimation with the
Kullback-Leibler
divergence
as the penalty function. Asymptotic …
Persistent link: https://www.econbiz.de/10010462645
Saved in:
44
Technology, demand, and the size distribution of firms
Mrázová, Monika
;
Neary, J. Peter
;
Parenti, Mathieu
-
2015
Persistent link: https://www.econbiz.de/10011414847
Saved in:
45
Extreme risk interdependence
Polanski, Arnold
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402815
Saved in:
46
The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion
Penev, Spiridon
;
Shevchenko, Pavel V.
;
Wu, Wei
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 772-784
Persistent link: https://www.econbiz.de/10011987589
Saved in:
47
Claims frequency modeling using telematics car driving data
Gao, Guangyuan
;
Meng, Shengwang
;
Wüthrich, Mario V.
- In:
Scandinavian actuarial journal
2019
(
2019
)
2
,
pp. 143-162
Persistent link: https://www.econbiz.de/10012194942
Saved in:
48
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
49
The joint impact of F-divergences and reference models on the contents of uncertainty sets
Kruse, Thomas
;
Schneider, Judith Christiane
;
Schweizer, …
- In:
Operations research
67
(
2019
)
2
,
pp. 428-435
Persistent link: https://www.econbiz.de/10012022370
Saved in:
50
Pricing kernel modeling
Belomestny, Denis
;
Ma, Shujie
;
Härdle, Wolfgang Karl
-
2014
-step penalized least squares estimation with the
Kullback-Leibler
divergence
as the penalty function. Asymptotic results of the …
Persistent link: https://www.econbiz.de/10010491441
Saved in:
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