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Limit Distributions for a Statistical Estimate of the Entropy

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Publication:4046912
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DOI10.1137/1118080zbMath0294.62031OpenAlexW2059304686MaRDI QIDQ4046912

Andrey M. Zubkov

Publication date: 1973

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1118080



Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Information theory (general) (94A15) Statistical aspects of information-theoretic topics (62B10)


Related Items (5)

Shannon's Entropy and Its Generalisations Towards Statistical Inference in Last Seven Decades ⋮ A statistical test of market efficiency based on information theory ⋮ Estimation using plug-in of the stationary distribution and Shannon entropy of continuous time Markov processes ⋮ Estimation of the Entropy Rate of a Countable Markov Chain ⋮ Escort distributions minimizing the Kullback-Leibler divergence for a large deviations principle and tests of entropy level




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