A NEW TEST OF UNIFORMITY BASED ON OVERLAPPING SAMPLE SPACINGS

2001 ◽  
Vol 30 (7) ◽  
pp. 1435-1470 ◽  
Author(s):  
Neeraj Misra ◽  
Edward C. van der Meulen
Keyword(s):  
Sample Spacings

Sample-Spacings-Based Density and Entropy Estimators for Spherically Invariant Multidimensional Data

2010 ◽  
Vol 22 (8) ◽  
pp. 2208-2227 ◽  
Author(s):  
Intae Lee
Keyword(s):  
Independent Component Analysis ◽  
Objective Function ◽  
Estimation Method ◽  
Multidimensional Data ◽  
One Dimensional ◽  
Entropy Estimator ◽  
Multiple Dimensions ◽  
Simulation Results ◽  
Domain Independent ◽  
Sample Spacings

While the sample-spacings-based density estimation method is simple and efficient, its applicability has been restricted to one-dimensional data. In this letter, the method is generalized such that it can be extended to multiple dimensions in certain circumstances. As a consequence, a multidimensional entropy estimator of spherically invariant continuous random variables is derived. Partial bias of the estimator is analyzed, and the estimator is further used to derive a nonparametric objective function for frequency-domain independent component analysis. The robustness and the effectiveness of the objective function are demonstrated with simulation results.

Limit theorems for the logarithm of sample spacings

1995 ◽  
Vol 24 (2) ◽  
pp. 121-132 ◽  
Author(s):  
Yongzhao Shao ◽  
Marjorie G. Hahn
Keyword(s):  
Limit Theorems ◽  
Sample Spacings

Excess wealth order and sample spacings

2007 ◽  
Vol 4 (4) ◽  
pp. 385-392 ◽  
Author(s):  
Subhash Kochar ◽  
Xiaohu Li ◽  
Maochao Xu
Keyword(s):  
Excess Wealth Order ◽  
Sample Spacings

On sample spacings from IMRL distributions

1996 ◽  
Vol 29 (2) ◽  
pp. 159-166 ◽  
Author(s):  
S.N.U.A. Kirmani
Keyword(s):  
Sample Spacings
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