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arXiv · 1110.3436

New Entropy Estimator with an Application to Test of Normality

Salim Bouzebda·Issam Elhattab·Amor Keziou·Tewfik Lounis
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Abstract

In the present paper we propose a new estimator of entropy based on smooth estimators of quantile density. The consistency and asymptotic distribution of the proposed estimates are obtained. As a consequence, a new test of normality is proposed. A small power comparison is provided. A simulation study for the comparison, in terms of mean squared error, of all estimators under study is performed.

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Salim Bouzebda, Issam Elhattab, Amor Keziou, Tewfik Lounis. 2011-10-15. New Entropy Estimator with an Application to Test of Normality. https://doi.org/10.1080/03610926.2011.608473

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