References
- Campbell , R. , Rogers , K. , Rezek , J. ( 2008 ). Efficient frontier estimation: a maximum entropy approach . Journal of Productivity Analysis 30 : 213 – 221 .
- Caputo , M. R. , Paris , Q. ( 2008 ). Comparative statistics of the generalized maximum entropy estimator of the general linear model . European Journal of Operational Research 185 : 195 – 203 .
- Donoho , D. L. , Johnstone , I. M. , Hoch , J. C. , Stern , A. S. ( 1992 ). Maximum entropy and the nearly black object . Journal of the Royal Statistical Society, Series B 54 : 41 – 81 .
- Ellis , S. P. , Morgenthaler , S. ( 1992 ). Leverage and breakdown in L1 regression . Journal of the American Statistical Association 87 : 143 – 148 .
- Feynman , R. P. ( 1985 ). QED: The Strange Theory of Light and Matter . Princeton , NJ : Princeton University Press .
- Fraser , I. ( 2000 ). An application of maximum entropy estimation: the demand for meat in the United Kingdom . Applied Economics 32 : 45 – 59 .
- Gamboa , F. , Gassiat , E. ( 1997 ). Bayesian methods and maximum entropy for ill-posed inverse problems . The Annals of Statistics 25 : 328 – 350 .
- Golan , A. ( 2002 ). Information and entropy econometrics—editor's view . Journal of Econometrics 107 : 1 – 15 .
- Golan , A. ( 2007 ). Information and entropy econometrics—volume overview and synthesis . Journal of Econometrics 138 : 379 – 387 .
- Golan , A. , Dose , V. ( 2001 ). A generalized information theoretical approach to tomographic reconstruction . Journal of Physics A 34 : 1271 – 1283 .
- Golan , A. , Judge , G. , Miller , D. ( 1996 ). Maximum Entropy Econometrics: Robust Estimation with Limited Data . Chichester : John Wiley & Sons .
- Golan , A. , Perloff , J. M. ( 2002 ). Comparison of maximum entropy and higher-order entropy estimators . Journal of Econometrics 107 : 195 – 211 .
- Golub , G. H. , Heath , M. , Wahba , G. ( 1979 ). Generalized cross-validation as a method for choosing a good ridge parameter . Technometrics 21 : 215 – 223 .
- Hastie , T. , Tibshirani , R. , Friedman , J. ( 2009 ). The Elements of Statistical Learning: Data Mining, Inference, and Prediction. , 2nd ed. New York : Springer .
- Hoerl , A. E. , Kennard , R. W. ( 1970 ). Ridge regression: biased estimation for nonorthogonal problems . Technometrics 12 : 55 – 67 .
- Hoerl , A. E. , Kennard , R. W. , Baldwin , K. F. ( 1975 ). Ridge regression: some simulations . Communications in Statistics – Simulation and Computation 4 : 105 – 123 .
- Huber , P. J. ( 2004 ). Robust Statistics . Hoboken , NJ : John Wiley & Sons .
- Jaynes , E. T. ( 1957a ). Information theory and statistical mechanics . Physical Review 106 : 620 – 630 .
- Jaynes , E. T. (1957b). Information theory and statistical mechanics. II. Physical Review 108:171–190.
- Kullback , S. ( 1954 ). Certain inequalities in information theory and the Cramer–Rao inequality . Annals of Mathematical Statistics 25 : 745 – 751 .
- Kullback , S. ( 1959 ). Information Theory and Statistics . New York : John Wiley & Sons .
- Kullback , S. , Leibler , R. A. ( 1951 ). On information and sufficiency . Annals of Mathematical Statistics 22 : 79 – 86 .
- Lence , S. H. , Miller , D. J. ( 1998 ). Estimation of multi-output production functions with incomplete data: a generalised maximum entropy approach . European Review of Agricultural Economics 25 : 188 – 209 .
- Levine , R. D. , Tribus , M. ( 1979 ). The Maximum Entropy Formalism . Cambridge : MIT Press .
- Lindley , D. V. ( 1956 ). On a measure of the information provided by an experiment . Annals of Mathematical Statistics 27 : 986 – 1005 .
- Liu , K. ( 1993 ). A new class of biased estimate in linear regression . Communications in Statistics – Theory and Methods 22 : 393 – 402 .
- Liu , K. ( 2003 ). Using Liu-type estimator to combat collinearity . Communications in Statistics – Theory and Methods 32 : 1009 – 1020 .
- Maronna , R. A. , Martin , R. D. , Yohai , V. J. ( 2006 ). Robust Statistics – Theory and Methods . Chichester : John Wiley & Sons .
- Miller , G. , Horn , D. ( 1998 ). Probability density estimation using entropy maximization . Neural Computation 10 : 1925 – 1938 .
- Mishra , S. ( 2004a ). Estimation under multicollinearity: Application of restricted Liu and maximum entropy estimators to the Portland cement dataset. Available at: http://ssrn.com/abstract=559861 (accessed 18 June, 2009) .
- Mishra , S. ( 2004b ). Multicollinearity and maximum entropy Leuven estimator . Economics Bulletin 3 : 1 – 11 .
- Muniz , G. , Kibria , B. M. G. ( 2009 ). On some ridge regression estimators: an empirical comparisons . Communications in Statistics – Simulation and Computation 38 : 621 – 630 .
- Paris , Q. ( 2001 ). Multicollinearity and maximum entropy estimators . Economics Bulletin 3 : 1 – 9 .
- Paris , Q. ( 2004 ). Maximum entropy Leuven estimators and multicollinearity . Rivista Statistica 64 : 3 – 22 .
- Paris , Q. , Howitt , R. E. ( 1998 ). An analysis of ill-posed production problems using maximum entropy . American Journal of Agricultural Economics 80 : 124 – 138 .
- Rousseeuw , P. J. ( 1984 ). Least median of squares regression . Journal of the American Statistical Association 79 : 871 – 880 .
- Rousseeuw , P. J. , Leroy , A. M. ( 1987 ). Robust Regression and Outlier Detection . New York : John Wiley & Sons .
- Ryan , T. P. ( 2009 ). Modern Regression Methods. , 2nd ed. NJ : John Wiley & Sons .
- Skilling , J. ( 1984 ). Data analysis: the maximum entropy method . Nature 309 : 748 – 749 .
- Taneja , I. J. ( 1989 ). On generalized information measures and their applications . Advances in Electronics and Electron Physics 76 : 327 – 413 .
- Tibshirani , R. ( 1996 ). Regression shrinkage and selection via the lasso . Journal of the Royal Statistical Society, Series B 58 : 267 – 288 .
- Vinod , H. D. , López de Lacalle , J. ( 2009 ). Maximum entropy bootstrap for time series: the meboot R package . Journal of Statistical Software 29 : 1 – 19 .