We present new, tractable methods to impute missing values based on conditional probability density functions that we estimate via copula and mixture models. Our methods exploit known analytical results concerning conditional distributions for the Arellano-Valle and Bolfarine's generalised...

We use minimum relative entropy (MRE) methods to estimate univariate probability density functions for a varied set of financial and economic variables, including S&P500 index returns, individual stock returns, power price returns and a number of housing-related economic variables. Some...