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

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.

References in corpus (1)

• Uniform in bandwidth consistency of kernel-type function estimators

Cited by in corpus (3)

• New Entropy Estimator with an Application to Test of Normality
• Uniform-in-bandwidth consistency for nonparametric estimation of divergence measures
• Shannon entropy estimation for linear processes