Statistical inference for Rényi entropy functionals
2012 (English)In: Conceptual modelling and its theoretical foundations / [ed] Antje Düsterhöft, Meike Klettke, Klaus-Dieter Schewe, Springer Berlin/Heidelberg, 2012, 36-51 p.Chapter in book (Refereed)
Numerous entropy-type characteristics (functionals) generalizing Rényi entropy are widely used in mathematical statistics, physics, information theory, and signal processing for characterizing uncertainty in probability distributions and distribution identification problems. We consider estimators of some entropy (integral) functionals for discrete and continuous distributions based on the number of epsilon-close vector records in the corresponding independent and identically distributed samples from two distributions. The proposed estimators are generalized U-statistics. We show the asymptotic properties of these estimators (e.g., consistency and asymptotic normality). The results can be applied in various problems in computer science and mathematical statistics (e.g., approximate matching for random databases, record linkage, image matching).
Place, publisher, year, edition, pages
Springer Berlin/Heidelberg, 2012. 36-51 p.
, Lecture Notes in Computer Science, ISSN 0302-9743 ; 7260/2012
entropy estimation, Rényi entropy, U-statistics, approximate matching, asymptotic normality
Probability Theory and Statistics
IdentifiersURN: urn:nbn:se:umu:diva-60788DOI: 10.1007/978-3-642-28279-9_5ISBN: 978-3-642-28278-2ISBN: 978-3-642-28279-9OAI: oai:DiVA.org:umu-60788DiVA: diva2:563154