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Statistical estimat...
Statistical estimation of quadratic Rényi entropy for a stationary m-dependent sequence
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- Källberg, David (författare)
- Umeå universitet,Institutionen för matematik och matematisk statistik
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- Leonenko, Nikolaj (författare)
- Cardiff University, School of Mathematics
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- Seleznjev, Oleg (författare)
- Umeå universitet,Institutionen för matematik och matematisk statistik
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(creator_code:org_t)
- 2014-02-07
- 2014
- Engelska.
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Ingår i: Journal of nonparametric statistics (Print). - : Taylor & Francis. - 1048-5252 .- 1029-0311. ; 26:2, s. 385-411
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Abstract
Ämnesord
Stäng
- The Rényi entropy is a generalization of the Shannon entropy and is widely used in mathematical statistics and applied sciences for quantifying the uncertainty in a probability distribution. We consider estimation of the quadratic Rényi entropy and related functionals for the marginal distribution of a stationary m-dependent sequence. The U-statistic estimators under study are based on the number of ε-close vector observations in the corresponding sample. A variety of asymptotic properties for these estimators are obtained (e.g., consistency, asymptotic normality, Poisson convergence). The results can be used in diverse statistical and computer science problems whenever the conventional independence assumption is too strong (e.g., ε-keys in time series databases, distribution identication problems for dependent samples).
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Nyckelord
- entropy estimation
- quadratic Rényi entropy
- stationary m-dependent sequence
- U-statistics
- inter-point distances
- matematisk statistik
- Mathematical Statistics
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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