A NEW ESTIMATOR OF ENTROPY

被引：86

作者：

CORREA, JC ^{[1
]}

机构：

[1] UNIV NACL SEDE MEDELLIN,DEPT MATEMAT,MEDELLIN,COLOMBIA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1995年 / 24卷 / 10期

关键词：

ENTROPY; SPACINGS; LOCAL REGRESSION;

D O I：

10.1080/03610929508831626

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Vasicek (1976) proposed an estimator of entropy based on spacings. A new estimator of entropy is proposed. This new estimator is based on local linear regression. Comparisons between this new estimator and Vasicek's estimator are made. The mean square error (MSE) of the new estimator is consistently smaller than the MSE of Vasicek's estimator.

引用

页码：2439 / 2449

页数：11

共 14 条

[1] NONPARAMETRIC ESTIMATION OF ENTROPY FOR ABSOLUTELY CONTINUOUS DISTRIBUTIONS [J].

AHMAD, IA ;

LIN, PE .

IEEE TRANSACTIONS ON INFORMATION THEORY, 1976, 22 (03) :372-375

[2]

Dimitriev Y.G., 1974, THEORYY PROBAB APPL, V19, P390

[3]

DIMITRIEV YG, 1974, THEOR PROBAB APPL, V18, P628

[4]

Dudewicz E., 1987, NEW PERSPECTIVES THE, P207

[5] DENSITY-FREE CONVERGENCE PROPERTIES OF VARIOUS ESTIMATORS OF ENTROPY [J].

GYORFI, L ;

VANDERMEULEN, EC .

COMPUTATIONAL STATISTICS & DATA ANALYSIS, 1987, 5 (04) :425-436

[6]

HALL P, 1991, CMASR0191 AUSTR NAT

[7]

HARDLE, 1983, J AM STATISTICAL ASS, V83

[8] PROJECTION PURSUIT [J].

HUBER, PJ .

ANNALS OF STATISTICS, 1985, 13 (02) :435-475

[9]

Jee J.R., 1985, THESIS RICE U

[10]

JEE JR, 1987, P STATISTICAL COMPUT, P335

← 1 2 →