| Title:
|
A note on the adaptive estimation of the differential entropy by wavelet methods (English) |
| Author:
|
Chesneau, Christophe |
| Author:
|
Navarro, Fabien |
| Author:
|
Serea, Oana Silvia |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
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58 |
| Issue:
|
1 |
| Year:
|
2017 |
| Pages:
|
87-100 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
In this note we consider the estimation of the differential entropy of a probability density function. We propose a new adaptive estimator based on a plug-in approach and wavelet methods. Under the mean $\mathbb{L}_p$ error, $p\ge 1$, this estimator attains fast rates of convergence for a wide class of functions. We present simulation results in order to support our theoretical findings. (English) |
| Keyword:
|
entropy |
| Keyword:
|
wavelet estimation |
| Keyword:
|
rate of convergence |
| Keyword:
|
mean $\mathbb{L}_p$ error |
| MSC:
|
62G07 |
| MSC:
|
62G20 |
| idZBL:
|
Zbl 06736746 |
| idMR:
|
MR3631683 |
| DOI:
|
10.14712/1213-7243.2015.191 |
| . |
| Date available:
|
2017-03-12T16:41:49Z |
| Last updated:
|
2020-01-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/146030 |
| . |
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