Some recent and new results on the maximum entropy distribution |
| |
| Authors: | Henri Theil |
| |
| Affiliation: | Graduate School of Business, University of Florida, Gainsville, FL 32611, U.S.A. |
| |
| Abstract: | ![]()
This letter concerns the maximum entropy (ME) distribution proposed by Theil and Laitinen (1980); it summarizes some of the results obtained with this distribution and its explores the conditioning of the ME covariance matrix as the number of variables increases. |
| |
| Keywords: | Covariance matrix estimation density estimation entropy ridge regression |
| 本文献已被 ScienceDirect 等数据库收录！ |
