55 research outputs found
Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy
We establish uniform-in-bandwidth consistency for kernel-type estimators of
the differential entropy. We consider two kernel-type estimators of Shannon's
entropy. As a consequence, an asymptotic 100% confidence interval of entropy is
provided
New Entropy Estimator with an Application to Test of Normality
In the present paper we propose a new estimator of entropy based on smooth
estimators of quantile density. The consistency and asymptotic distribution of
the proposed estimates are obtained. As a consequence, a new test of normality
is proposed. A small power comparison is provided. A simulation study for the
comparison, in terms of mean squared error, of all estimators under study is
performed
Exchangeably Weighted Bootstraps of Martingale Difference Arrays under the Uniformly Integrable Entropy
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