3 papers
stat.ME2025
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…
math.ST2024
Varentropy Estimation via Nearest Neighbor Graphs
Nikolai Leonenko, Yu Sun, Emanuele Taufer
The Varentropy is a measure of the variability of the information content of random vector and it is invariant under affine transformations. We introduce the statistical estimate o…
math.ST2020
Entropy-based test for generalized Gaussian distributions
Mehmet Siddik Cadirci, Dafydd Evans, Nikolai Leonenko +1
In this paper, we provide the proof of consistency for the th nearest neighbour distance estimator of the Shannon entropy for an arbitrary fixed We construct th…