Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy
classification
🧮 math.ST
stat.TH
keywords
entropyestimatorskernel-typeconsistencyshannonuniform-in-bandwidthasymptoticconfidence
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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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