New entropy estimator with an application to test of normality

DOI10.1080/03610926.2011.608473zbMATH Open1319.62080arXiv1110.3436OpenAlexW2952302786MaRDI QIDQ2839082FDOQ2839082

Authors: Salim Bouzebda, Issam Elhattab, Amor Keziou, Tewfik Lounis 

Publication date: 4 July 2013

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Abstract: In the present paper we propose a new estimator of entropy based on smooth estimators of quantile density. The consistency and asymptotic distribution of the proposed estimates are obtained. As a consequence, a new test of normality is proposed. A small power comparison is provided. A simulation study for the comparison, in terms of mean squared error, of all estimators under study is performed.

Full work available at URL: https://arxiv.org/abs/1110.3436

Recommendations

• A new estimator of entropy and its application in testing normality
• Two new estimators of entropy for testing normality
• Modified entropy estimators for testing normality
• Testing normality based on new entropy estimators
• Goodness-of-fit test based on correcting moments of modified entropy estimator

zbMATH Keywords

entropykernel estimationquantile densitystrong approximationstest of normalityentropy testspacing-based estimatorsVasicek's estimator

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Measures of information, entropy (94A17)

Cites Work

• Elements of Information Theory
• Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
• Title not available (Why is that?)
• A Mathematical Theory of Communication
• Uniform in bandwidth consistency of kernel-type function estimators
• Robust Statistics
• Title not available (Why is that?)
• Information Theory and Statistical Mechanics
• Title not available (Why is that?)
• Nonparametric Statistical Data Modeling
• On the dimension and entropy of probability distributions
• On the estimation of the quantile density function
• Title not available (Why is that?)
• Two measures of sample entropy
• Entropy estimators‐improvements and comparisons
• A new estimator of entropy
• Correcting moments for goodness of fit tests based on two entropy estimates
• MONTE CARLO COMPARISON OF FOUR NORMALITY TESTS USING DIFFERENT ENTROPY ESTIMATES
• Strong approximations of the quantile process
• Asymptotic properties of nonparametric curve estimates
• Kernel approximations of a Wiener process
• Unified estimators of smooth quantile and quantile density functions
• On the entropy of continuous probability distributions (Corresp.)
• Limit theorems for nonparametric sample entropy estimators
• A nonparametric estimation of the entropy for absolutely continuous distributions (Corresp.)
• Estimating densities, quantiles, quantile densities and density quantiles
• Uniform consistency of generalized kernel estimators of quantile density
• Testing Exponentiality Based on Type II Censored Data and a New cdf Estimator
• On entropy-based goodness-of-fit tests
• Uniform in bandwidth consistency of the kernel-type estimator of the Shannon's entropy
• A law of the logarithm for kernel quantile density estimators
• A strong consistency of a nonparametric estimate of entropy under random censorship
• Title not available (Why is that?)
• Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy

Cited In (13)

• Asymptotic Normality of an Entropy Estimator With Exponentially Decaying Bias
• Distribution of Shannon statistic from normal sample
• New kernel-type estimator of Shanonn's entropy
• An entropic framework for the normal distribution in capability analysis
• On a test of normality based on the empirical moment generating function
• Testing normality based on new entropy estimators
• A new estimator of entropy and its application in testing normality
• A new class of random vector entropy estimators and its applications in testing statistical hypotheses
• New optimization techniques in engineering
• Title not available (Why is that?)
• An Estimator of Shannon Entropy of Beta-Generated Distributions and a Goodness-of-Fit Test
• Kullback-Leibler divergence for Bayesian nonparametric model checking
• Information-Theoretic Distribution Test with Application to Normality

This page was built for publication: New entropy estimator with an application to test of normality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2839082)