Estimation of multivariate Shannon entropy using moments

DOI10.1111/J.1467-842X.2011.00633.XMaRDI QIDQ2802756zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

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• scientific article; zbMATH DE number 3107192 (Why is no real title available?)
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• Estimation of entropy and other functionals of a multivariate density
• Hausdorff moment problem and fractional moments
• Hausdorff moment problem: Reconstruction of distributions
• Hausdorff moment problem: reconstruction of probability density functions
• Moment-recovered approximations of multivariate distributions: the Laplace transform inver\-sion
• Nearest neighbor estimates of entropy for multivariate circular distributions
• On the estimation of entropy
• Probabilistic model for two dependent circular variables
• Strong uniform convergence of density estimators on spheres
• The Radon transform inversion using moments
• \(K\)-nearest neighbor based consistent entropy estimation for hyperspherical distributions
• \(k_n\)-nearest neighbor estimators of entropy

Cited in

(6)

• scientific article; zbMATH DE number 459289 (Why is no real title available?)
• Entropy expressions and their estimators for multivariate distributions
• Estimation of the Shannon's entropy of several shifted exponential populations
• \(K\)-nearest neighbor based consistent entropy estimation for hyperspherical distributions
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• Edgeworth Approximation of Multivariate Differential Entropy

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