Limit theorems for nonparametric sample entropy estimators
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Publication:1579529
DOI10.1016/S0167-7152(00)00025-0zbMath0982.62031MaRDI QIDQ1579529
Publication date: 7 April 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
order statisticsconsistencyheavy tailsShannon entropyentropy central limit theoremm-spacingsVasicek sample entropy
Density estimation (62G07) Central limit and other weak theorems (60F05) Statistical aspects of information-theoretic topics (62B10)
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Cites Work
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- A test for multivariate normality based on sample entropy and projection pursuit
- Distribution of quantiles in samples from a bivariate population
- On the Estimation of Functionals of the Probability Density and Its Derivatives
- A nonparametric estimation of the entropy for absolutely continuous distributions (Corresp.)
- On a Simple Estimate of the Reciprocal of the Density Function
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