New Entropy Estimator with an Application to Test of Normality

DOI10.1080/03610926.2011.608473zbMath1319.62080arXiv1110.3436OpenAlexW2952302786MaRDI QIDQ2839082

Amor Keziou, Salim Bouzebda, Tewfik Lounis, Issam Elhattab

Publication date: 4 July 2013

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

Full work available at URL: https://arxiv.org/abs/1110.3436

zbMATH Keywords

entropykernel estimationquantile densitystrong approximationstest of normalityentropy testspacing-based estimatorsVasicek's estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Measures of information, entropy (94A17)

Related Items (5)

Kullback-Leibler divergence for Bayesian nonparametric model checking ⋮ New optimization techniques in engineering ⋮ An Estimator of Shannon Entropy of Beta-Generated Distributions and a Goodness-of-Fit Test ⋮ On a test of normality based on the empirical moment generating function ⋮ New kernel-type estimator of Shanonn's entropy

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