Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy
Statistics Theory
2019-03-06 v4 Statistics Theory
Abstract
We establish uniform-in-bandwidth consistency for kernel-type estimators of the differential entropy. We consider two kernel-type estimators of Shannon's entropy. As a consequence, an asymptotic 100% confidence interval of entropy is provided.
Cite
@article{arxiv.0807.2153,
title = {Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy},
author = {Salim Bouzebda and Issam Elhattab},
journal= {arXiv preprint arXiv:0807.2153},
year = {2019}
}