Strong Limit Theorems for Sums of Logarithms of High Order Spacings
作者:
Magnus Ekström,
期刊:
Statistics
(Taylor Available online 1999)
卷期:
Volume 33,
issue 2
页码: 153-169
ISSN:0233-1888
年代: 1999
DOI:10.1080/02331889908802689
出版商: Gordon & Breach Science Publishers
关键词: Spacings;strong limit theorems;entropy estimation;uniform distribution;goodness of fit
数据来源: Taylor
摘要:
Several strong limit theorems are proved for sums of logarithms ofmth order spacings from general distributions. In all given results, the ordermof the spacings is allowed to increase to infinity with the sample size. These results provide a nonparametric strongly consistent estimator of entropy as well as a characterization of the uniform distribution on [0,1]. Furthermore, it is shown that Cressie's (1976) goodness of fit test is strongly consistent against all continuous alternatives.
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