Some recent and new results on the maximum entropy distribution

Henri Theil

Statistics & Probability Letters, 1982, vol. 1, issue 1, 17-22

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 (search for similar items in EconPapers)
Date: 1982
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