Limit theorems for nonparametric sample entropy estimators

Kai-Sheng Song

Statistics & Probability Letters, 2000, vol. 49, issue 1, 9-18

Abstract: 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).

Keywords: Consistency; Entropy; central; limit; theorem; Heavy; tails; m-spacings; Nonparametric; density; estimation; Shannon; entropy; Vasicek; sample; entropy; Order; statistics (search for similar items in EconPapers)
Date: 2000
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