A new estimator for information dimension with standard errors and confidence intervals (Q1965875): Difference between revisions
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Revision as of 17:41, 10 February 2024
scientific article
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English | A new estimator for information dimension with standard errors and confidence intervals |
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A new estimator for information dimension with standard errors and confidence intervals (English)
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1 March 2000
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The problem how to estimate the information dimension \[ \lim _{r\rightarrow 0} (\log r)^{-1} \int \log \mu (\{u\in R^d:\|x-u\|\leq r\}) d\mu (x) \] of the probability measure \(\mu \) on \(X\subset R^d\), on the basis of a finite sample \(X_1,\ldots ,X_N\), of \(R^d\)-valued observations with distribution \(\mu \) is solved. The estimation algorithm is similar to the Grassberger-Procaccia algorithm for estimating the correlation dimension. Under mixing assumptions on the observations, the new estimator is asymptotically normal.
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information dimension
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local dimension
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smoothly trimmed spatial correlation integral
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U-statistics
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L-statistics
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