Geodesic
Bias of the nonpametric entropy estimator for Markov measures
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 16, Tome 384 (2010), pp. 267-290

Voir la notice de l'article provenant de la source Math-Net.Ru

We consider the problem of the nonparametric entropy (entropy rate) estimation. We investigate the technique of the nonparametric entropy estimation based on so-called “nearest neighbor distances” and obtain a closed-form expression of the bias for Markov measures. This bias is a discontinuous function of transition probabilities. Bibl. 20 titles. 
@article{ZNSL_2010_384_a13,
     author = {E. A. Timofeev},
     title = {Bias of the nonpametric entropy estimator for {Markov} measures},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {267--290},
     publisher = {mathdoc},
     volume = {384},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2010_384_a13/}
}
TY  - JOUR
AU  - E. A. Timofeev
TI  - Bias of the nonpametric entropy estimator for Markov measures
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2010
SP  - 267
EP  - 290
VL  - 384
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2010_384_a13/
LA  - ru
ID  - ZNSL_2010_384_a13
ER  - 
%0 Journal Article
%A E. A. Timofeev
%T Bias of the nonpametric entropy estimator for Markov measures
%J Zapiski Nauchnykh Seminarov POMI
%D 2010
%P 267-290
%V 384
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZNSL_2010_384_a13/
%G ru
%F ZNSL_2010_384_a13
E. A. Timofeev. Bias of the nonpametric entropy estimator for Markov measures. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 16, Tome 384 (2010), pp. 267-290. http://geodesic.mathdoc.fr/item/ZNSL_2010_384_a13/