Large sample properties of maximum entropy histograms

DOI10.1109/TIT.1986.1057231MaRDI QIDQ3768186zbMATH OpenFDO

Authors Carlos C. Rodriguez, John van Ryzin

Publication date 1986

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitystrong consistencydensity estimationmaximum entropy principlespacingsasymptotic mean square errorconvergence to normalityMEHEnearest neighbor estimatorsRosenblatt-Parzen kernel density estimatorsSMEHEsymmetrical maximum entropy histogram estimators

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

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Cited in

(11)

• Bin width selection in multivariate histograms by the combinatorial method
• Consistency and generalization bounds for maximum entropy density estimation
• Density-free convergence properties of various estimators of entropy
• Maximum entropy approximations for asymptotic distributions of smooth functions of sample means
• Maximum entropy histograms
• Maximum entropy estimation of density and regression functions
• A review of uncertainty quantification for density estimation
• Large sample behavior of entropy measures when parameters are estimated
• A weighted \(k\)-nearest neighbor density estimate for geometric inference
• The unimodal maximum entropy density
• Asymptotic efficiency of maximum entropy estimates

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