An Approach to Estimate Bias of Entropy Estimator by Combining Bootstrap and Random Average Shifted Histogram

Name: An Approach to Estimate Bias of Entropy Estimator by Combining Bootstrap and Random Average Shifted Histogram
Creator: Zihao Yuan
Keywords: 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology, 0101 mathematics, 01 natural sciences

Zihao Yuan

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SSRN Electronic Journal

Article . 2017 . Peer-reviewed

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https://dx.doi.org/10.2139/ssr...

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An Approach to Estimate Bias of Entropy Estimator by Combining Bootstrap and Random Average Shifted Histogram

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2017 English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

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Authors: Zihao Yuan;

doi: 10.2139/ssrn.2975960

An Approach to Estimate Bias of Entropy Estimator by Combining Bootstrap and Random Average Shifted Histogram

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Abstract

Histogram-based entropy estimation is well known for its computational efficiency and using bootstrap method to estimate its bias is widely accepted. However, when we apply it to entropy estimator constructed by "plug-in" method, we have to use histogram to estimate its pdf at first. Thus, in this paper, we offer an approach combining bootstrap and random average shifted histogram to avoid the influence from position of origin.

Related Organizations

Zhejiang University of Finance and Economics
China (People's Republic of)

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