Kn-nearest neighbor estimators of entropy |
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| Authors: | R. M. Mnatsakanov N. Misra Sh. Li E. J. Harner |
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| Affiliation: | (1) West Virginia Univ. and National Inst. for Occupational Safety and Health, Morgantown, USA;(2) West Virginia Univ., Morgantown, USA;(3) Indian Inst. of Technology, Kanpur, India |
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| Abstract: | For estimating the entropy of an absolutely continuous multivariate distribution, we propose nonparametric estimators based on the Euclidean distances between the n sample points and their k n -nearest neighbors, where {k n : n = 1, 2, …} is a sequence of positive integers varying with n. The proposed estimators are shown to be asymptotically unbiased and consistent. |
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| Keywords: | entropy estimator k n -nearest neighbor |
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