Principal Information Theoretic Approaches

@article{Soofi2000PrincipalIT,
  title={Principal Information Theoretic Approaches},
  author={E. Soofi},
  journal={Journal of the American Statistical Association},
  year={2000},
  volume={95},
  pages={1349 - 1353}
}
  • E. Soofi
  • Published 2000
  • Mathematics
  • Journal of the American Statistical Association
Kailath, J. (1980), Linear Systems, New York Wiley. Kalman, R. (1960), “A New Approach to Linear Filtering and Prediction Problems,” Journal of Basic Engineering, 82, 3545. Kay, S. (1988), Modern Spectral Estimutioh, Englewood Cliffs, NJ: Prentice-Hall. Kitagawa, G. (1993), “A Monte Car10 Filtering and Smoothing Method for Non-Gaussian Nonlinear State-Space Models,” in Proceedings of the Second U.S.-Japan Joint Seminar on Time Series, pp. 110-131. Institute of Statistical Mathematics. Kitagawa… Expand
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References

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INFORMATION THEORETIC REGRESSION METHODS
Developments in Maximum Entropy Data Analysis
Maximum entropy econometrics: robust estimation with limited data
A compendium to information theory in economics and econometrics
Information theoretic framework for process control
A new look at the statistical model identification
On communication of analog data from a bounded source space
Capturing the Intangible Concept of Information
Elements of Information Theory
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