DocumentCode
39709
Title
Asymptotic Normality of an Entropy Estimator With Exponentially Decaying Bias
Author
Zhang, Zhiyi
Author_Institution
Dept. of Math. & Stat., Univ. of North Carolina at Charlotte, Charlotte, NC, USA
Volume
59
Issue
1
fYear
2013
fDate
Jan. 2013
Firstpage
504
Lastpage
508
Abstract
This paper establishes the asymptotic normality of an entropy estimator with an exponentially decaying bias on any finite alphabet. Furthermore, it is shown that the nonparametric estimator is asymptotically efficient.
Keywords
entropy; estimation theory; nonparametric statistics; asymptotic normality; entropy estimator; exponentially decaying bias; finite alphabet; nonparametric estimator; Convergence; Entropy; Estimation; Kernel; Probability distribution; Random variables; Reactive power; Asymptotic normality; Turing´s formula; nonparametric entropy estimation;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.2012.2217393
Filename
6296713
Link To Document