Estimation of the Entropy Functional from Dependent Samples

DOI10.1080/03610920601126001zbMATH Open1114.62007OpenAlexW2056030999MaRDI QIDQ3593576FDOQ3593576

Authors Johan Lim 

Publication date 23 July 2007

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

Full work available at URL https://doi.org/10.1080/03610920601126001

zbMATH Keywords

histogramentropy estimationdifferential entropy\(\phi\)-mixing

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cites Work

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• scientific article; zbMATH DE number 1005342 (Why is no real title available?)
• Akaike's information criterion and Kullback-Leibler loss for histogram density estimation
• Best asymptotic normality of the kernel density entropy estimator for smooth densities
• Density-free convergence properties of various estimators of entropy
• Entropy-Based Tests of Uniformity
• Estimation of entropy and other functionals of a multivariate density
• Nonparametric entropy estimation for stationary processes and random fields, with applications to English text
• On the estimation of entropy
• Propri�t�s de convergence presque compl�te du pr�dicteur � noyau

Cited In (5)

• Asymptotic Properties of the Plug-in Estimator of the Discrete Entropy Under Dependence
• An efficient integrated nonparametric entropy estimator of serial dependence
• Estimation of the Renyi's residual entropy of order \(\alpha\) with dependent data
• Entropy invariance for autoregressive processes constructed by linear filtering
• Statistical estimation of quadratic Rényi entropy for a stationary \(m\)-dependent sequence

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