Comptes Rendus Mathématique · 2010 · 13 citations · 12 references
EngineeringMathematicsInformation TheoryProbability TheoryStochastic ProcessesEntropyInformation MeasuresKernel MethodsMutual InformationBandwidthEntropy EstimationMeasure-theoretic EntropyShannon Entropy
We establish uniform-in-bandwidth consistency for kernel-type estimators of the differential entropy. Our proofs rely on the methods of Einmahl and Mason (2005) [10].
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A Mathematical Theory of Communication
Claude E. Shannon · Bell System Technical Journal · 1948 · 80.7K citations