Statistical estimation of quadratic Rényi entropy for a stationarym-dependent sequence

DOI10.1080/10485252.2013.854438zbMath1359.62105arXiv1303.1743MaRDI QIDQ5419472

David Källberg, Oleg Seleznjev, Nikolai N. Leonenko

Publication date: 6 June 2014

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.1743

zbMATH Keywords

\(U\)-statistics; inter-point distances; entropy estimation; quadratic Rényi entropy; stationary \(m\)-dependent sequence

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

60G10: Stationary stochastic processes

62M99: Inference from stochastic processes

94A17: Measures of information, entropy

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