A NEW ESTIMATOR OF ENTROPY
A NEW ESTIMATOR OF ENTROPY
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DOI：
10.1080/03610929508831626
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发表时间：
1995-01-01
影响因子：
0.8
通讯作者：
CORREA, JC
中科院分区：
文献类型：
--
作者：
CORREA, JC
Vasicek（1976）提出了一种基于间隔的熵估计。提出了一种新的熵估计方法。这种新的估计是基于局部线性回归的。并将该估计量与Vasicek估计量进行了比较。新估计量的均方误差（MSE）始终小于Vasicek估计量的均方误差。
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.