Estimation of the Entropy Functional from Dependent Samples

DOI10.1080/03610920601126001zbMath1114.62007OpenAlexW2056030999MaRDI QIDQ3593576

Johan Lim

Publication date: 23 July 2007

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

Full work available at URL: https://doi.org/10.1080/03610920601126001

zbMATH Keywords

histogramdifferential entropyentropy estimation\(\phi\)-mixing

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

Entropy invariance for autoregressive processes constructed by linear filtering

Cites Work

• Estimation of entropy and other functionals of a multivariate density
• Density-free convergence properties of various estimators of entropy
• Akaike's information criterion and Kullback-Leibler loss for histogram density estimation
• On the estimation of entropy
• [https://portal.mardi4nfdi.de/wiki/Publication:3038407 Propri�t�s de convergence presque compl�te du pr�dicteur � noyau]
• Entropy-Based Tests of Uniformity
• Nonparametric entropy estimation for stationary processes and random fields, with applications to English text
• Best asymptotic normality of the kernel density entropy estimator for smooth densities
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