• 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