Estimation of multivariate shannon entropy using moments

Details

• Personal Author:
  Harner EJ ; Li S ; Mnatsakanov RM
• Description:
  Three new entropy estimators of multivariate distributions are introduced. The two cases considered here concern when the distribution is supported by a unit sphere and by a unit cube. In the former case, the consistency and the upper bound of the absolute error for the proposed entropy estimator are established. In the latter one, under the assumption that only the moments of the underlying distribution are available, a non-traditional estimator of the entropy is suggested. We also study the practical performances of the constructed estimators through simulation studies and compare the estimators based on the moment-recovered approaches with their counterparts derived by using the histogram and kth nearest neighbour constructions. In addition, one worked example is briefly discussed. [Description provided by NIOSH]
• Subjects:
  Occupational Health Safety
• Keywords:
  Author Keywords: Moment-recovered Estimates Mathematical-models Mean Squared Error Spherical Data Statistical-analysis
• ISSN:
  1369-1473
• Document Type:
  Text
• Genre:
  Journal Article
• Place as Subject:
  OSHA Region 3 ; West Virginia
• CIO:
  National Institute for Occupational Safety and Health (NIOSH)
• Division:
  HELD - Health Effects Laboratory Division
• Topic:
  Workplace Safety & Health
• Location:
  North America
• Pages in Document:
  271-288
• Volume:
  53
• Issue:
  3
• NIOSHTIC Number:
  nn:20040446
• Citation:
  Aust N Z J Statist 2011 Sep; 53(3):271-288
• Contact Point Address:
  Robert M. Mnatsakanov, Department of Statistics, P.O. Box 6330, West Virginia University, Morgantown, WV 26506
• Email:
  rmnatsak@stat.wvu.edu
• Federal Fiscal Year:
  2011
• NORA Priority Area:
  Services ; Public Safety
• Peer Reviewed:
  True
• Source Full Name:
  Australian & New Zealand Journal of Statistics
• Collection(s):
  National Institute for Occupational Safety and Health
• Main Document Checksum:
  urn:sha-512:85ac8ca58f79b213bb5a54762a1867fabc4fd240ce38f6771c896c27a1a4249604ef1441c47c9260d127a4cb7dfb0ccd2a3e46df1a8cf7e8b609383653c59baa
• Download URL:
  https://stacks.cdc.gov/view/cdc/193303/cdc_193303_DS1.pdf
• File Type:
  [PDF - 1.14 MB ]