Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146943 | Journal of Multivariate Analysis | 2008 | 19 Pages |
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
Authors
Manfred Denker, Aleksey Min,