Information measures for generalized gamma family
The objective of this paper is to integrate the generalized gamma ( GG ) distribution into the information theoretic literature. We study information properties of the GG distribution and provide an assortment of information measures for the GG family, which includes the exponential, gamma, Weibull,...
Gespeichert in:
| Veröffentlicht in: | Journal of econometrics 2007-06, Vol.138 (2), p.568-585 |
|---|---|
| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| container_end_page | 585 |
|---|---|
| container_issue | 2 |
| container_start_page | 568 |
| container_title | Journal of econometrics |
| container_volume | 138 |
| creator | Dadpay, Ali Soofi, Ehsan S. Soyer, Refik |
| description | The objective of this paper is to integrate the generalized gamma
(
GG
)
distribution into the information theoretic literature. We study information properties of the
GG
distribution and provide an assortment of information measures for the
GG
family, which includes the exponential, gamma, Weibull, and generalized normal distributions as its subfamilies. The measures include entropy representations of the log-likelihood ratio, AIC, and BIC, discriminating information between
GG
and its subfamilies, a minimum discriminating information function, power transformation information, and a maximum entropy index of fit to histogram. We provide the full parametric Bayesian inference for the discrimination information measures. We also provide Bayesian inference for the fit of
GG
model to histogram, using a semi-parametric Bayesian procedure, referred to as the maximum entropy Dirichlet (MED). The
GG
information measures are computed for duration of unemployment and duration of CEO tenure. |
| doi_str_mv | 10.1016/j.jeconom.2006.05.010 |
| format | Article |
| fullrecord | <record><control><sourceid>proquest_cross</sourceid><recordid>TN_cdi_proquest_miscellaneous_36627917</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><els_id>S0304407606000832</els_id><sourcerecordid>1263867691</sourcerecordid><originalsourceid>FETCH-LOGICAL-c497t-8d3a8d6bb233816b90ff0cacb4ddd7e92f77544a0ad21da5bd588878abba7f243</originalsourceid><addsrcrecordid>eNqFkM1q3DAUhUVJoZO0j1AwWWRn58qyfrwKIaRtaKCbdi1k6TqVsayJ5AlMn74aHLrIpoKjK8R3DpdDyGcKDQUqrqdmQhuXGJoWQDTAG6Dwjuyokm0tVM_PyA4YdHUHUnwg5zlPAMA7xXaEPixjTMGsPi5VQJMPCXNVvqonXDCZ2f9BVz2ZEEw1muDn40fyfjRzxk-v84L8-nL_8-5b_fjj68Pd7WNtu16utXLMKCeGoWVMUTH0MI5gjR0655zEvh2l5F1nwLiWOsMHx5VSUplhMHJsO3ZBrrbcfYrPB8yrDj5bnGezYDxkzYRoZU9lAS_fgFM8pKXspmkvBAPGTxDfIJtizglHvU8-mHTUFPSpRT3p1xb1qUUNXJcWi-_75ku4R_vPhOVs8ItmhjJV7mNRscoy_OlZtC_iQmmuuP69hpJ2s6VhKe7FY9LZelwsOp_QrtpF_599_gJtsJcV</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>196630357</pqid></control><display><type>article</type><title>Information measures for generalized gamma family</title><source>RePEc</source><source>Access via ScienceDirect (Elsevier)</source><creator>Dadpay, Ali ; Soofi, Ehsan S. ; Soyer, Refik</creator><creatorcontrib>Dadpay, Ali ; Soofi, Ehsan S. ; Soyer, Refik</creatorcontrib><description>The objective of this paper is to integrate the generalized gamma
(
GG
)
distribution into the information theoretic literature. We study information properties of the
GG
distribution and provide an assortment of information measures for the
GG
family, which includes the exponential, gamma, Weibull, and generalized normal distributions as its subfamilies. The measures include entropy representations of the log-likelihood ratio, AIC, and BIC, discriminating information between
GG
and its subfamilies, a minimum discriminating information function, power transformation information, and a maximum entropy index of fit to histogram. We provide the full parametric Bayesian inference for the discrimination information measures. We also provide Bayesian inference for the fit of
GG
model to histogram, using a semi-parametric Bayesian procedure, referred to as the maximum entropy Dirichlet (MED). The
GG
information measures are computed for duration of unemployment and duration of CEO tenure.</description><identifier>ISSN: 0304-4076</identifier><identifier>EISSN: 1872-6895</identifier><identifier>DOI: 10.1016/j.jeconom.2006.05.010</identifier><identifier>CODEN: JECMB6</identifier><language>eng</language><publisher>Amsterdam: Elsevier B.V</publisher><subject>Bayesian analysis ; Bayesian method ; Entropy ; Exponential ; Gamma ; Generalized gamma distribution ; Histograms ; Information ; Kullback-Leibler information ; Maximum entropy method ; Model fitting ; Model testing ; Parameter estimation ; Statistical methods ; Studies ; Weibull</subject><ispartof>Journal of econometrics, 2007-06, Vol.138 (2), p.568-585</ispartof><rights>2006 Elsevier B.V.</rights><rights>Copyright Elsevier Sequoia S.A. Jun 2007</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c497t-8d3a8d6bb233816b90ff0cacb4ddd7e92f77544a0ad21da5bd588878abba7f243</citedby><cites>FETCH-LOGICAL-c497t-8d3a8d6bb233816b90ff0cacb4ddd7e92f77544a0ad21da5bd588878abba7f243</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktohtml>$$Uhttps://dx.doi.org/10.1016/j.jeconom.2006.05.010$$EHTML$$P50$$Gelsevier$$H</linktohtml><link.rule.ids>314,780,784,3550,4008,27924,27925,45995</link.rule.ids><backlink>$$Uhttp://econpapers.repec.org/article/eeeeconom/v_3a138_3ay_3a2007_3ai_3a2_3ap_3a568-585.htm$$DView record in RePEc$$Hfree_for_read</backlink></links><search><creatorcontrib>Dadpay, Ali</creatorcontrib><creatorcontrib>Soofi, Ehsan S.</creatorcontrib><creatorcontrib>Soyer, Refik</creatorcontrib><title>Information measures for generalized gamma family</title><title>Journal of econometrics</title><description>The objective of this paper is to integrate the generalized gamma
(
GG
)
distribution into the information theoretic literature. We study information properties of the
GG
distribution and provide an assortment of information measures for the
GG
family, which includes the exponential, gamma, Weibull, and generalized normal distributions as its subfamilies. The measures include entropy representations of the log-likelihood ratio, AIC, and BIC, discriminating information between
GG
and its subfamilies, a minimum discriminating information function, power transformation information, and a maximum entropy index of fit to histogram. We provide the full parametric Bayesian inference for the discrimination information measures. We also provide Bayesian inference for the fit of
GG
model to histogram, using a semi-parametric Bayesian procedure, referred to as the maximum entropy Dirichlet (MED). The
GG
information measures are computed for duration of unemployment and duration of CEO tenure.</description><subject>Bayesian analysis</subject><subject>Bayesian method</subject><subject>Entropy</subject><subject>Exponential</subject><subject>Gamma</subject><subject>Generalized gamma distribution</subject><subject>Histograms</subject><subject>Information</subject><subject>Kullback-Leibler information</subject><subject>Maximum entropy method</subject><subject>Model fitting</subject><subject>Model testing</subject><subject>Parameter estimation</subject><subject>Statistical methods</subject><subject>Studies</subject><subject>Weibull</subject><issn>0304-4076</issn><issn>1872-6895</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2007</creationdate><recordtype>article</recordtype><sourceid>X2L</sourceid><recordid>eNqFkM1q3DAUhUVJoZO0j1AwWWRn58qyfrwKIaRtaKCbdi1k6TqVsayJ5AlMn74aHLrIpoKjK8R3DpdDyGcKDQUqrqdmQhuXGJoWQDTAG6Dwjuyokm0tVM_PyA4YdHUHUnwg5zlPAMA7xXaEPixjTMGsPi5VQJMPCXNVvqonXDCZ2f9BVz2ZEEw1muDn40fyfjRzxk-v84L8-nL_8-5b_fjj68Pd7WNtu16utXLMKCeGoWVMUTH0MI5gjR0655zEvh2l5F1nwLiWOsMHx5VSUplhMHJsO3ZBrrbcfYrPB8yrDj5bnGezYDxkzYRoZU9lAS_fgFM8pKXspmkvBAPGTxDfIJtizglHvU8-mHTUFPSpRT3p1xb1qUUNXJcWi-_75ku4R_vPhOVs8ItmhjJV7mNRscoy_OlZtC_iQmmuuP69hpJ2s6VhKe7FY9LZelwsOp_QrtpF_599_gJtsJcV</recordid><startdate>20070601</startdate><enddate>20070601</enddate><creator>Dadpay, Ali</creator><creator>Soofi, Ehsan S.</creator><creator>Soyer, Refik</creator><general>Elsevier B.V</general><general>Elsevier</general><general>Elsevier Sequoia S.A</general><scope>DKI</scope><scope>X2L</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>8BJ</scope><scope>FQK</scope><scope>JBE</scope></search><sort><creationdate>20070601</creationdate><title>Information measures for generalized gamma family</title><author>Dadpay, Ali ; Soofi, Ehsan S. ; Soyer, Refik</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c497t-8d3a8d6bb233816b90ff0cacb4ddd7e92f77544a0ad21da5bd588878abba7f243</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2007</creationdate><topic>Bayesian analysis</topic><topic>Bayesian method</topic><topic>Entropy</topic><topic>Exponential</topic><topic>Gamma</topic><topic>Generalized gamma distribution</topic><topic>Histograms</topic><topic>Information</topic><topic>Kullback-Leibler information</topic><topic>Maximum entropy method</topic><topic>Model fitting</topic><topic>Model testing</topic><topic>Parameter estimation</topic><topic>Statistical methods</topic><topic>Studies</topic><topic>Weibull</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Dadpay, Ali</creatorcontrib><creatorcontrib>Soofi, Ehsan S.</creatorcontrib><creatorcontrib>Soyer, Refik</creatorcontrib><collection>RePEc IDEAS</collection><collection>RePEc</collection><collection>CrossRef</collection><collection>International Bibliography of the Social Sciences (IBSS)</collection><collection>International Bibliography of the Social Sciences</collection><collection>International Bibliography of the Social Sciences</collection><jtitle>Journal of econometrics</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Dadpay, Ali</au><au>Soofi, Ehsan S.</au><au>Soyer, Refik</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Information measures for generalized gamma family</atitle><jtitle>Journal of econometrics</jtitle><date>2007-06-01</date><risdate>2007</risdate><volume>138</volume><issue>2</issue><spage>568</spage><epage>585</epage><pages>568-585</pages><issn>0304-4076</issn><eissn>1872-6895</eissn><coden>JECMB6</coden><abstract>The objective of this paper is to integrate the generalized gamma
(
GG
)
distribution into the information theoretic literature. We study information properties of the
GG
distribution and provide an assortment of information measures for the
GG
family, which includes the exponential, gamma, Weibull, and generalized normal distributions as its subfamilies. The measures include entropy representations of the log-likelihood ratio, AIC, and BIC, discriminating information between
GG
and its subfamilies, a minimum discriminating information function, power transformation information, and a maximum entropy index of fit to histogram. We provide the full parametric Bayesian inference for the discrimination information measures. We also provide Bayesian inference for the fit of
GG
model to histogram, using a semi-parametric Bayesian procedure, referred to as the maximum entropy Dirichlet (MED). The
GG
information measures are computed for duration of unemployment and duration of CEO tenure.</abstract><cop>Amsterdam</cop><pub>Elsevier B.V</pub><doi>10.1016/j.jeconom.2006.05.010</doi><tpages>18</tpages></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 0304-4076 |
| ispartof | Journal of econometrics, 2007-06, Vol.138 (2), p.568-585 |
| issn | 0304-4076 1872-6895 |
| language | eng |
| recordid | cdi_proquest_miscellaneous_36627917 |
| source | RePEc; Access via ScienceDirect (Elsevier) |
| subjects | Bayesian analysis Bayesian method Entropy Exponential Gamma Generalized gamma distribution Histograms Information Kullback-Leibler information Maximum entropy method Model fitting Model testing Parameter estimation Statistical methods Studies Weibull |
| title | Information measures for generalized gamma family |
| url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-03T10%3A08%3A51IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest_cross&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Information%20measures%20for%20generalized%20gamma%20family&rft.jtitle=Journal%20of%20econometrics&rft.au=Dadpay,%20Ali&rft.date=2007-06-01&rft.volume=138&rft.issue=2&rft.spage=568&rft.epage=585&rft.pages=568-585&rft.issn=0304-4076&rft.eissn=1872-6895&rft.coden=JECMB6&rft_id=info:doi/10.1016/j.jeconom.2006.05.010&rft_dat=%3Cproquest_cross%3E1263867691%3C/proquest_cross%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=196630357&rft_id=info:pmid/&rft_els_id=S0304407606000832&rfr_iscdi=true |