Information-Theoretic Distribution Test with Application to Normality
Work
Year: 2009
Type: article
Abstract: We derive general distribution tests based on the method of maximum entropy (ME) density. The proposed tests are derived from maximizing the differential entropy subject to given moment constraints. B... more
Source: Econometric Reviews
Authors Thanasis Stengos, Ximing Wu
Institutions University of Guelph, Texas A&M University
Cites: 70
Cited by: 9
Related to: 10
FWCI:
Citation percentile (by year/subfield): 84.72
Domain: Social Sciences
Open Access status: green