Some asymptotic behaviors for the plug-in estimator of entropy
Probability
2024-10-01 v1
Abstract
In the present paper, we consider the plug-in estimator of Shannon's entropy defined on a finite alphabet which is assumed to dynamically vary as the sample size increases. The asymptotic behaviors for the plug-in estimator, such as, asymptotic normality, Berry-Esseen bound and moderate deviation principle, are established.
Keywords
Cite
@article{arxiv.2409.19340,
title = {Some asymptotic behaviors for the plug-in estimator of entropy},
author = {Zhenhong Yu and Yu Miao},
journal= {arXiv preprint arXiv:2409.19340},
year = {2024}
}
Comments
19 pages