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Title:

A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates

Document type:
Zeitschriftenaufsatz
Author(s):
Denker, M. and Min, A.
Non-TUM Co-author(s):
ja
Cooperation:
national
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 form T(F)=int(log(int(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...     »
Intellectual Contribution:
Discipline-based Research
Journal title:
Journal of Multivariate Analysis
Year:
2008
Journal volume:
99
Journal issue:
4
Pages contribution:
665-683
Reviewed:
ja
Language:
en
Semester:
SS 02
Format:
Text
Judgement review:
0
Key publication:
Ja
Peer reviewed:
Ja
International:
Ja
Book review:
Nein
Commissioned:
not commissioned
Professional Journal:
Nein
Technology:
Nein
Mission statement:
;
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