Limit Distributions for a Statistical Estimate of the Entropy
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Publication:4046912
DOI10.1137/1118080zbMATH Open0294.62031OpenAlexW2059304686MaRDI QIDQ4046912FDOQ4046912
Authors: A. M. Zubkov 
Publication date: 1973
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1118080
Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Asymptotic distribution theory in statistics (62E20) Information theory (general) (94A15)
Cited In (7)
- Escort distributions minimizing the Kullback-Leibler divergence for a large deviations principle and tests of entropy level
- Estimation using plug-in of the stationary distribution and Shannon entropy of continuous time Markov processes
- Variance of entropy for testing time-varying regimes with an application to meme stocks
- A statistical test of market efficiency based on information theory
- Estimation of the Entropy Rate of a Countable Markov Chain
- Price predictability at ultra-high frequency: entropy-based randomness test
- Shannon's Entropy and Its Generalisations Towards Statistical Inference in Last Seven Decades
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