Article ID Journal Published Year Pages File Type
1146943 Journal of Multivariate Analysis 2008 19 Pages PDF
Abstract

We show consistency and asymptotic normality of certain estimators for expected exponential growth rates under i.i.d. observations. These statistical functionals are of the formT(F)=∫log∫h(x,y)F(dx)F(dy)T(F)=∫log∫h(x,y)F(dx)F(dy)and are applicable to dimension estimates (information dimension), entropy estimates and estimations of the growth rate of “generating” functions. We also give an affirmative answer to a question posed by Keller in 1997 [A new estimator for information dimension with standard errors and confidence intervals, Stochastic Process. Appl. 71(2):187–206] whether this estimator, specialized for dimension, is an alternative to standard procedures.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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