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Asymptotic normality for plug-in estimators of diversity indices on countable alphabets

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  • Michael Grabchak
  • Zhiyi Zhang

Abstract

The plug-in estimator is one of the most popular approaches to the estimation of diversity indices. In this paper, we study its asymptotic distribution for a large class of diversity indices on countable alphabets. In particular, we give conditions for the plug-in estimator to be asymptotically normal, and in the case of uniform distributions, where asymptotic normality fails, we give conditions for the asymptotic distribution to be chi-squared. Our results cover some of the most commonly used indices, including Simpson's index, Reńyi's entropy and Shannon's entropy.

Suggested Citation

  • Michael Grabchak & Zhiyi Zhang, 2018. "Asymptotic normality for plug-in estimators of diversity indices on countable alphabets," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 30(3), pages 774-795, July.
  • Handle: RePEc:taf:gnstxx:v:30:y:2018:i:3:p:774-795
    DOI: 10.1080/10485252.2018.1482294
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