Estimation of multivariate Shannon entropy using moments

DOI10.1111/J.1467-842X.2011.00633.XzbMATH Open1336.62131OpenAlexW1891370123WikidataQ23920330 ScholiaQ23920330MaRDI QIDQ2802756FDOQ2802756

Authors: Shengqiao Li, E. James Harner, Robert Mnatsakanov 

Publication date: 27 April 2016

Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2011.00633.x

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zbMATH Keywords

spherical datamean squared errormoment-recovered estimates

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12)

Cites Work

• Probabilistic model for two dependent circular variables
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• On the estimation of entropy
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• Estimation of entropy and other functionals of a multivariate density
• Density-free convergence properties of various estimators of entropy
• Hausdorff moment problem: Reconstruction of distributions
• Hausdorff moment problem: reconstruction of probability density functions
• Hausdorff moment problem and fractional moments
• Moment-recovered approximations of multivariate distributions: the Laplace transform inver\-sion
• \(k_n\)-nearest neighbor estimators of entropy
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• The Radon transform inversion using moments
• Nearest neighbor estimates of entropy for multivariate circular distributions
• \(K\)-nearest neighbor based consistent entropy estimation for hyperspherical distributions
• Strong uniform convergence of density estimators on spheres

Cited In (6)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Edgeworth Approximation of Multivariate Differential Entropy
• \(K\)-nearest neighbor based consistent entropy estimation for hyperspherical distributions
• Entropy expressions and their estimators for multivariate distributions
• Estimation of the Shannon's entropy of several shifted exponential populations

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