小样本估计中的复合广义交叉熵公式

A Composite Generalized Cross-Entropy Formulation in Small Samples Estimation

Econometric Reviews · 2008
被引 23
人大 A-ABS 3

中文导读

提出一种基于最大熵的估计方法,结合小样本子群体和大样本总体的信息,推导出复合交叉熵估计量,并用于估计意大利家庭子群体的支出份额。

Abstract

This article introduces a maximum entropy-based estimation methodology that can be used both to represent the uncertainty of a partial-incomplete economic data generation process and to consider the direct influence of learning from repeated samples. Then, a composite cross-entropy estimator, incorporating information from a subpopulation based on a small sample and from a population with a larger sample size, is derived. The proposed estimator is employed to estimate the local area expenditure shares of a sub population of Italian households using a system of censored demand equations.

复合交叉熵小样本估计局部区域估计删失需求系统