Displaying similar documents to “Second-order approximation of the entropy in nonlinear least-squares estimation”

A general class of entropy statistics

María Dolores Esteban (1997)

Applications of Mathematics

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To study the asymptotic properties of entropy estimates, we use a unified expression, called the H h , v ϕ 1 , ϕ 2 -entropy. Asymptotic distributions for these statistics are given in several cases when maximum likelihood estimators are considered, so they can be used to construct confidence intervals and to test statistical hypotheses based on one or more samples. These results can also be applied to multinomial populations.