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Entropy estimators‐improvements and comparisons

 

作者: Robert Wieczorkowski,   Przemysiaw Grzegorzewski,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1999）
卷期: Volume 28, issue 2  

页码: 541-567

 

ISSN:0361-0918

 

年代: 1999

 

DOI:10.1080/03610919908813564

 

出版商: Marcel Dekker, Inc.

 

关键词: entropy;Jackknife;spacings

 

数据来源: Taylor

 

摘要:

The problem of the entropy estimation is discussed. Modifications of the well‐known Vasicek's estimator and Correa's estimator are considered. An extensive simulation study for the comparison of all estimators under study is performed. It appears that the new estimators based on the bias correction and Jackknife behave better than the traditional ones.

 

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