Limit theorems for nonparametric sample entropy estimators

We obtain, for the first time in the literature, the central limit theorem for nonparametric sample entropy estimators in its full generality together with maximum likelihood entropy estimators. Also we provide a new proof of the consistency of the estimators to correct some problems in Vasicek's original proof as pointed out by Zhu et al. (J. Statist. Plann. Inference 45 (1995) 373-385).

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Year of publication:	2000
Authors:	Song, Kai-Sheng
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 49.2000, 1, p. 9-18
Publisher:	Elsevier
Keywords:	Consistency Entropy central limit theorem Heavy tails m-spacings Nonparametric density estimation Shannon entropy Vasicek sample entropy Order statistics

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223665