Title :
Asymptotic Normality of an Entropy Estimator With Exponentially Decaying Bias
Author_Institution :
Dept. of Math. & Stat., Univ. of North Carolina at Charlotte, Charlotte, NC, USA
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;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2012.2217393
