Sammanfattning
Several strong limit theorems are proved for sums of logarithms of mth order spacings from general distributions. In all given results, the order m of the spacings is allowed to increase to infinity with the sample size. These results provide a nonparametric strongly consistent estimator of entropy as well as a characterization of the uniform distribution on [0, 1]. Furthermore, it is shown that Cressie's (1976) goodness of fit test is strongly consistent against all continuous alternatives.
| Originalspråk | Engelska |
|---|---|
| Sidor (från-till) | 153-169 |
| Antal sidor | 17 |
| Tidskrift | Statistics |
| Volym | 33 |
| Nummer | 2 |
| DOI | |
| Status | Publicerad - 1999 |
| Externt publicerad | Ja |
Nyckelord
- spacings
- strong limit theorems
- entropy estimation
- uniform distribution
- goodness of fit
Citera det här
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver