Entropy estimators‐improvements and comparisons
Robert Wieczorkowski, Przemysław Grzegorzewski · Communications in Statistics - Simulation and Computation · 1999
The problem of the entropy estimation is discussed. Modifications of the well‐known Vasicek's estimator and Correa's estimator are considered. An extensive simulation study for the comparison of all estimators under study is performed. It appears that the new estimators based on the bias correction and Jackknife behave better than the traditional ones.