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2011 Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy
Salim Bouzebda, Issam Elhattab
Electron. J. Statist. 5: 440-459 (2011). DOI: 10.1214/11-EJS614

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.

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Salim Bouzebda. Issam Elhattab. "Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy." Electron. J. Statist. 5 440 - 459, 2011. https://doi.org/10.1214/11-EJS614

Information

Published: 2011
First available in Project Euclid: 10 May 2011

zbMATH: 1274.62186
MathSciNet: MR2802051
Digital Object Identifier: 10.1214/11-EJS614

Subjects:
Primary: 60F17 , 62E20 , 62F03 , 62F12 , 62G30

Keywords: consistency , Entropy , Kernel estimation , uniform in bandwidth

Rights: Copyright © 2011 The Institute of Mathematical Statistics and the Bernoulli Society

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