|
|||||
|
|
An efficient algorithm to compute maximum entropy densities |
|
| Authors: | D Ormoneit H White |
| Institution: | 1. Department of Statistics , Standford University , Stanford , 94305-4065 , CA;2. Department of Economics, 0508 , University of California , San Diego , La Jolla , 92093-0508 , CA |
| Abstract: | |
| Keywords: | Density Estimation Maximum Entropy Principle Shannon Entropy JEL Classification:C61 C63 C87 |