New entropy estimator with an application to test of normality

DOI10.1080/03610926.2011.608473zbMATH Open1319.62080OpenAlexW2952302786MaRDI 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)

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

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)

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.

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

Cites work

• scientific article; zbMATH DE number 3143969 (Why is no real title available?)
• scientific article; zbMATH DE number 4201389 (Why is no real title available?)
• scientific article; zbMATH DE number 3630022 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 3316587 (Why is no real title available?)
• A Mathematical Theory of Communication
• A law of the logarithm for kernel quantile density estimators
• A new estimator of entropy
• A nonparametric estimation of the entropy for absolutely continuous distributions (Corresp.)
• A strong consistency of a nonparametric estimate of entropy under random censorship
• Asymptotic properties of nonparametric curve estimates
• Correcting moments for goodness of fit tests based on two entropy estimates
• Elements of Information Theory
• Entropy estimators‐improvements and comparisons
• Estimating densities, quantiles, quantile densities and density quantiles
• Information Theory and Statistical Mechanics
• Kernel approximations of a Wiener process
• Limit theorems for nonparametric sample entropy estimators
• MONTE CARLO COMPARISON OF FOUR NORMALITY TESTS USING DIFFERENT ENTROPY ESTIMATES
• Nonparametric Statistical Data Modeling
• On entropy-based goodness-of-fit tests
• On the dimension and entropy of probability distributions
• On the entropy of continuous probability distributions (Corresp.)
• On the estimation of the quantile density function
• Robust Statistics
• Strong approximations of the quantile process
• 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)
• Testing Exponentiality Based on Type II Censored Data and a New cdf Estimator
• Two measures of sample entropy
• Unified estimators of smooth quantile and quantile density functions
• Uniform consistency of generalized kernel estimators of quantile density
• Uniform in bandwidth consistency of kernel-type function estimators
• Uniform in bandwidth consistency of the kernel-type estimator of the Shannon's entropy
• Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy

Cited in

(17)

• Distribution of Shannon statistic from normal sample
• Asymptotic Normality of an Entropy Estimator With Exponentially Decaying Bias
• A new estimator of entropy and its application in testing normality
• Modified entropy estimators for testing normality
• Testing uniformity based on new entropy estimators
• Two new estimators of entropy for testing normality
• New optimization techniques in engineering
• scientific article; zbMATH DE number 123403 (Why is no real title available?)
• An Estimator of Shannon Entropy of Beta-Generated Distributions and a Goodness-of-Fit Test
• Kullback-Leibler divergence for Bayesian nonparametric model checking
• A goodness of fit test for normality based on Balakrishnan-Sanghvi information
• Information-Theoretic Distribution Test with Application to Normality
• Testing normality based on new entropy estimators
• On a test of normality based on the empirical moment generating function
• A new class of random vector entropy estimators and its applications in testing statistical hypotheses
• New kernel-type estimator of Shanonn's entropy
• An entropic framework for the normal distribution in capability analysis

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)