ESTIMATION OF MULTIVARIATE SHANNON ENTROPY USING MOMENTS

DOI10.1111/j.1467-842X.2011.00633.xzbMath1336.62131OpenAlexW1891370123WikidataQ23920330 ScholiaQ23920330MaRDI QIDQ2802756

Shengqiao Li, E. James Harner, Robert M. Mnatsakanov

Publication date: 27 April 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2011.00633.x

zbMATH Keywords

mean squared errorspherical datamoment-recovered estimates

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

\(K\)-nearest neighbor based consistent entropy estimation for hyperspherical distributions

Cites Work

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• Moment-recovered approximations of multivariate distributions: the Laplace transform inver\-sion
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• \(k_n\)-nearest neighbor estimators of entropy
• Estimation of entropy and other functionals of a multivariate density
• Hausdorff moment problem: Reconstruction of distributions
• Hausdorff moment problem: reconstruction of probability density functions
• Hausdorff moment problem and fractional moments
• Density-free convergence properties of various estimators of entropy
• On the estimation of entropy
• Strong uniform convergence of density estimators on spheres
• The Radon transform inversion using moments
• Probabilistic model for two dependent circular variables

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