Limit theorems for nonparametric sample entropy estimators

DOI10.1016/S0167-7152(00)00025-0zbMath0982.62031MaRDI QIDQ1579529

Kai-Sheng Song

Publication date: 7 April 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

order statisticsconsistencyheavy tailsShannon entropyentropy central limit theoremm-spacingsVasicek sample entropy

Mathematics Subject Classification ID

Density estimation (62G07) Central limit and other weak theorems (60F05) Statistical aspects of information-theoretic topics (62B10)

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Cites Work

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• A test for multivariate normality based on sample entropy and projection pursuit
• Distribution of quantiles in samples from a bivariate population
• On the Estimation of Functionals of the Probability Density and Its Derivatives
• A nonparametric estimation of the entropy for absolutely continuous distributions (Corresp.)
• On a Simple Estimate of the Reciprocal of the Density Function

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