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On the estimation of entropy

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  • Peter Hall
  • Sally Morton

Abstract

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Suggested Citation

  • Peter Hall & Sally Morton, 1993. "On the estimation of entropy," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(1), pages 69-88, March.
    • Handle: RePEc:spr:aistmt:v:45:y:1993:i:1:p:69-88
    DOI: 10.1007/BF00773669
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    Citations

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    Cited by:

    1. Saurabh Mishra & Bilal M. Ayyub, 2019. "Shannon Entropy for Quantifying Uncertainty and Risk in Economic Disparity," Risk Analysis, John Wiley & Sons, vol. 39(10), pages 2160-2181, October.
    2. Ao Yuan & Jan G. De Gooijer, 2007. "Semiparametric Regression with Kernel Error Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 34(4), pages 841-869, December.
    3. Soofi, E. S. & Retzer, J. J., 2002. "Information indices: unification and applications," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 17-40, March.
    4. Ashis K. Gangopadhyay & Robert disario & Dipak K. Dey, 1997. "A nonparametric approach to k-sample inference based on entropy-super-," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 8(3), pages 237-252, September.
    5. Nunes Matthew A & Balding David J, 2010. "On Optimal Selection of Summary Statistics for Approximate Bayesian Computation," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 9(1), pages 1-16, September.
    6. Asok K. Nanda & Shovan Chowdhury, 2021. "Shannon's Entropy and Its Generalisations Towards Statistical Inference in Last Seven Decades," International Statistical Review, International Statistical Institute, vol. 89(1), pages 167-185, April.
    7. Kojadinovic, Ivan, 2005. "Relevance measures for subset variable selection in regression problems based on k-additive mutual information," Computational Statistics & Data Analysis, Elsevier, vol. 49(4), pages 1205-1227, June.
    8. Kojadinovic, Ivan, 2004. "Agglomerative hierarchical clustering of continuous variables based on mutual information," Computational Statistics & Data Analysis, Elsevier, vol. 46(2), pages 269-294, June.
    9. Beknazaryan, Aleksandr & Dang, Xin & Sang, Hailin, 2019. "On mutual information estimation for mixed-pair random variables," Statistics & Probability Letters, Elsevier, vol. 148(C), pages 9-16.
    10. Jan G. De Gooijer & Ao Yuan, 2008. "MDL Mean Function Selection in Semiparametric Kernel Regression Models," Tinbergen Institute Discussion Papers 08-046/4, Tinbergen Institute.
    11. Ao Yuan, 2009. "Semiparametric inference with kernel likelihood," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(2), pages 207-228.
    12. Villa-Morales, José & Rincón, Luis, 2023. "Probability distributions and the maximum entropy principle," Applied Mathematics and Computation, Elsevier, vol. 444(C).
    13. Hazelton, Martin L. & Cox, Murray P., 2016. "Bandwidth selection for kernel log-density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 56-67.

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