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Zapiski Nauchnykh Seminarov POMI, 2010, Volume 384, Pages 267–290 (Mi znsl3895)  
This article is cited in 9 scientific papers (total in 9 papers)

Bias of the nonpametric entropy estimator for Markov measures

E. A. Timofeev

P. G. Demidov Yaroslavl State University, Yaroslavl, Russia
Full-text PDF (303 kB) Citations (9)
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Abstract: We consider the problem of the nonparametric entropy (entropy rate) estimation. We investigate the technique of the nonparametric entropy estimation based on so-called “nearest neighbor distances” and obtain a closed-form expression of the bias for Markov measures.
This bias is a discontinuous function of transition probabilities. Bibl. 20 titles.
Key words and phrases: entropy, nonparametric estimation, Markov measure, bias.
Received: 18.10.2010
English version:
Journal of Mathematical Sciences (New York), 2011, Volume 176, Issue 2, Pages 255–269
DOI: https://doi.org/10.1007/s10958-011-0416-5
Bibliographic databases:
Document Type: Article
UDC: 519.72
Language: Russian
Citation: E. A. Timofeev, “Bias of the nonpametric entropy estimator for Markov measures”, Probability and statistics. Part 16, Zap. Nauchn. Sem. POMI, 384, POMI, St. Petersburg, 2010, 267–290; J. Math. Sci. (N. Y.), 176:2 (2011), 255–269
Citation in format AMSBIB
\Bibitem{Tim10}
\by E.~A.~Timofeev
\paper Bias of the nonpametric entropy estimator for Markov measures
\inbook Probability and statistics. Part~16
\serial Zap. Nauchn. Sem. POMI
\yr 2010
\vol 384
\pages 267--290
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl3895}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2011
\vol 176
\issue 2
\pages 255--269
\crossref{https://doi.org/10.1007/s10958-011-0416-5}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-79959540624}
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  • https://www.mathnet.ru/eng/znsl/v384/p267
    • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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