Uniform in bandwidth consistency of the kernel-type estimator of the Shannon's entropy

Salim Bouzebda, Issam Elhattab

Comptes Rendus Mathématique · 2010 · 13 citations · 12 references

Concepts

Abstract

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].

References

12