Limit theorems for nonparametric sample entropy estimators

DOI10.1016/S0167-7152(00)00025-0MaRDI QIDQ1579529zbMATH OpenFDO

Authors Kai-Sheng Song

Publication date 7 April 2002

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

Full work available at URL https://doi.org/10.1016/S0167-7152(00)00025-0

zbMATH Keywords

consistencyentropy central limit theoremheavy tailsm-spacingsorder statisticsShannon entropyVasicek sample entropy

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 700039
• scientific article; zbMATH DE number 17209
• scientific article; zbMATH DE number 3862219
• Entropy estimators with almost sure convergence and an \(\mathcal O(n^{-1})\) variance
• scientific article; zbMATH DE number 3923770
• Density-free convergence properties of various estimators of entropy
• scientific article; zbMATH DE number 3862218
• A strong consistency of a nonparametric estimate of entropy under random censorship

Cites work

• A nonparametric estimation of the entropy for absolutely continuous distributions (Corresp.)
• A test for multivariate normality based on sample entropy and projection pursuit
• Distribution of quantiles in samples from a bivariate population
• scientific article; zbMATH DE number 3518103 (Why is no real title available?)
• scientific article; zbMATH DE number 1064659 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• On a Simple Estimate of the Reciprocal of the Density Function
• On the Estimation of Functionals of the Probability Density and Its Derivatives

Cited in

(18)

• Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy
• Bias of a nonparametric entropy estimator for Markov measures
• New kernel-type estimator of Shanonn's entropy
• New entropy estimator with an application to test of normality
• scientific article; zbMATH DE number 700039 (Why is no real title available?)
• Large sample behavior of entropy measures when parameters are estimated
• ON ENTROPY BASED TESTS FOR EXPONENTIALITY
• On testing uniformity using an information-theoretic measure
• scientific article; zbMATH DE number 6096 (Why is no real title available?)
• Independent Component Analysis and Immunization: An Exploratory Study
• scientific article; zbMATH DE number 922427 (Why is no real title available?)
• Goodness-of-fit tests based on correcting moments of entropy estimators
• On entropy goodness-of-fit test based on integrated distribution function
• An Estimator of Shannon Entropy of Beta-Generated Distributions and a Goodness-of-Fit Test
• A new estimator of Kullback–Leibler information and its application in goodness of fit tests
• General treatment of goodness-of-fit tests based on Kullback-Leibler information
• An empirical likelihood ratio based goodness-of-fit test for inverse Gaussian distributions
• A class of Rényi information estimators for multidimensional densities

This page was built for publication: Limit theorems for nonparametric sample entropy estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1579529)