Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy

Details Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy

2008-07-14

arxiv.org/abs/0807.2153v4

Mathematics

Statistics Theory

Scientific paper

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.

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