8 papers
Bootstrap-Calibrated Spectral Divergence Tests for Online Detection of Covariance Matrix Changes
Mehmet Siddik Cadirci, Martin Singull
A covariance matrix rarely distorts in a single direction: a shift can expand all variances simultaneously, shift variance along one or two principal directions, displace spectral…
Asymptotic Normality and Convergence Rates for Tsallis Entropy Estimators via Stabilization Techniques
Mehmet Sıddık Çadırcı, Martin Singull
We study nearest-neighbor-based estimators of Tsallis entropy associated with Poisson and binomial point processes on general metric measure spaces. Using stabilization techniques…
A New Estimator of Kullback--Leibler Divergence via Shannon Entropy
Mehmet Siddik Cadirci, Martin Singull
We examine the estimation of the Kullback-Leibler (KL) divergence and the use of the goodness-of-fit test for multivariate continuous distributions. Our starting point is the maxim…
Non-Parametric Goodness-of-Fit Tests Using Tsallis Entropy Measures
Mehmet Sıddık Çadırcı
In this paper, we investigate new procedures for statistical testing based on Tsallis entropy, a parametric generalization of Shannon entropy. Focusing on multivariate generalized…
Statistical tests based on Renyi entropy estimation
Mehmet Siddik Cadirci, Dafydd Evans, Nikolai Leonenko +2
Entropy and its various generalizations are important in many fields, including mathematical statistics, communication theory, physics and computer science, for characterizing the…
Statistical tests based on Rényi entropy estimation
Mehmet Siddik Cadirci, Dafydd Evans, Nikolai Leonenko +1
Entropy and its various generalizations are important in many fields, including mathematical statistics, communication theory, physics and computer science, for characterizing the…