Maximun entropy Leuven estimators and multicollinearity
A novel class of estimators, called maximum entropy Leuven (MEL) estimators, is presented and its performance is illustrated by Monte Carlo experiments. These estimators are inspired by the theory of light. The MEL estimators are consistent and asymptotically normal. They rival the generalized maxim...
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| Format: | Article |
| Language: | English |
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University of Bologna
2007-10-01
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| Series: | Statistica |
| Online Access: | http://rivista-statistica.unibo.it/article/view/23 |