Bias Adjustment for a Nonparametric Entropy Estimator

Zhang in 2012 introduced a nonparametric estimator of Shannon’s entropy, whose bias decays exponentially fast when the alphabet is finite. We propose a methodology to estimate the bias of this estimator. We then use it to construct a new estimator of entropy. Simulation results suggest that this bia...

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Bibliographic Details
Main Authors: Zhiyi Zhang, Michael Grabchak
Format: Article
Language:English
Published: MDPI AG 2013-05-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/15/6/1999