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Limit theorems for nonparametric sample entropy estimators

✍ Scribed by Kai-Sheng Song

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
110 KB
Volume
49
Category
Article
ISSN
0167-7152

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✦ Synopsis

We obtain, for the ΓΏrst 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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