|
Zapiski Nauchnykh Seminarov POMI, 2009, Volume 363, Pages 151–181
(Mi znsl3148)
|
|
|
|
This article is cited in 7 scientific papers (total in 7 papers)
On entropy estimation by $m$-spacing method
F. El Haje Husseina, Yu. Golubevbc a Université Rennes 2, Rennes, France
b CNRS, Université de Provence, Marseille, France
c Institute for Problems of Information Transmission, Moscow, Russia
Abstract:
The $m$-spacing method is a very popular statistical tool in entropy estimation and in goodness of fit testing. In this text, we focus on the case, where the underlying probability density may have an unbounded support or may vanish and show that under mild conditions the $m$-spacing entropy estimators have standard Gaussian limits. Bibl. – 15 titles.
Received: 16.12.2008
Citation:
F. El Haje Hussein, Yu. Golubev, “On entropy estimation by $m$-spacing method”, Probability and statistics. Part 14–1, Zap. Nauchn. Sem. POMI, 363, POMI, St. Petersburg, 2009, 151–181; J. Math. Sci. (N. Y.), 163:3 (2010), 290–309
Linking options:
https://www.mathnet.ru/eng/znsl3148 https://www.mathnet.ru/eng/znsl/v363/p151
|
Statistics & downloads: |
Abstract page: | 346 | Full-text PDF : | 134 | References: | 34 |
|