TY - JOUR
T1 - On the choice of nonparametric entropy estimator in entropy-based goodness-of-fit test statistics
AU - Park, Sangun
AU - Shin, Dong Wan
PY - 2012
Y1 - 2012
N2 - Entropy-based goodness-of-fit test statistics can be established by estimating the entropy difference or Kullback-Leibler information, and several entropy-based test statistics based on various entropy estimators have been proposed. In this article, we first give comments on some problems resulting from not satisfying the moment constraints. We then study the choice of the entropy estimator by noting the reason why a test based on a better entropy estimator does not necessarily provide better powers.
AB - Entropy-based goodness-of-fit test statistics can be established by estimating the entropy difference or Kullback-Leibler information, and several entropy-based test statistics based on various entropy estimators have been proposed. In this article, we first give comments on some problems resulting from not satisfying the moment constraints. We then study the choice of the entropy estimator by noting the reason why a test based on a better entropy estimator does not necessarily provide better powers.
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U2 - 10.1080/03610926.2010.531365
DO - 10.1080/03610926.2010.531365
M3 - Article
AN - SCOPUS:84862617010
SN - 0361-0926
VL - 41
SP - 809
EP - 819
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
IS - 5
ER -