Asymptotic Normality of an Entropy Estimator With Exponentially Decaying Bias

被引:12
|
作者
Zhang, Zhiyi [1 ]
机构
[1] Univ N Carolina, Dept Math & Stat, Charlotte, NC 28223 USA
基金
美国国家科学基金会;
关键词
Asymptotic normality; nonparametric entropy estimation; Turing's formula;
D O I
10.1109/TIT.2012.2217393
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper establishes the asymptotic normality of an entropy estimator with an exponentially decaying bias on any finite alphabet. Furthermore, it is shown that the nonparametric estimator is asymptotically efficient.
引用
收藏
页码:504 / 508
页数:5
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