Call number:
PIK B 020-18-91415
Description / Table of Contents:
enth.
Type of Medium:
Monograph available for loan
Pages:
XVI, 307 Seiten
,
Diagramme, Tabellen
Edition:
Reprinted
ISBN:
0471953113
Series Statement:
Series in financial economics and quantitative analysis
Language:
English
Note:
Contents: Introduction ; The Classical Maximum Entropy Formalism: A Review ; PURE INVERSE PROBLEMS ; Basic Maximum Entropy Principle: Formulation and Extensions ; Formulation and Solution of Pure Inverse Problems ; Generalized Pure Inverse Problems ; LINEAR INVERSE PROBLEMS WITH NOISE ;
Generalized Maximum Entropy (GME) and Cross-Entropy (GCE) Formulations ; Finite Sample Extensions of GME-GCE ; GENERAL LINEAR MODEL APPLICATIONS OF GME-GCE ; GME-GCE Solutions to Ill-conditioned Problems ; General Linear Statistical Model with a Non-scalar Identity Covariance Matrix Statistical Model Selection ; A SYSTEM OF ECONOMIC STATISTICAL RELATIONS ; Sets of Linear Statistical Models ; Simultaneous Equations Statistical Model ; LINEAR AND NON-LINEAR DYNAMIC SYSTEMS ; Estimation and Inference of Dynamic Linear Inverse Problems ; Linear and Non-linear Dynamic Systems with Control ; DISCRETE CHOICE-CENSORED PROBLEMS ; Recovering Information from Multinomial Response Data ; Recovering Information from Censored Response Data ; COMPUTATIONAL NOTES ; Computing GME-GCE Solutions ; Epilogue
Location:
A 18 - must be ordered
Branch Library:
PIK Library
