Normal Laws for Two Entropy Estimators on Infinite Alphabets

Normal Laws for Two Entropy Estimators on Infinite Alphabets

This paper offers sufficient conditions for the Miller–Madow estimator and the jackknife estimator of entropy to have respective asymptotic normalities on countably infinite alphabets.

Bibliographic Details
Main Authors: Chen Chen, Michael Grabchak, Ann Stewart, Jialin Zhang, Zhiyi Zhang
Format: Article
Language:English
Published: MDPI AG 2018-05-01
Series:Entropy
Subjects:
entropy
nonparametric estimator
Miller–Madow estimator
jackknife estimator
asymptotic normality
Online Access:http://www.mdpi.com/1099-4300/20/5/371

Internet

http://www.mdpi.com/1099-4300/20/5/371

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