A new estimator of entropy
- 1 January 1995
- journal article
- research article
- Published by Informa UK Limited in Communications in Statistics - Theory and Methods
- Vol. 24 (10), 2439-2449
- https://doi.org/10.1080/03610929508831626
Abstract
Vasicek (1976) proposed an estimator of entropy based on spacings. A new estimator of entropy is proposed. This new estimator is based on local linear regression. Comparisons between this new estimator and Vasicek's estimator are made. The mean square error (MSE) of the new estimator is consistently smaller than the MSE of Vasicek's estimator.Keywords
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