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math.ST2024
Varentropy Estimation via Nearest Neighbor Graphs
Nikolai Leonenko, Yu Sun, Emanuele Taufer
The Varentropy is a measure of the variability of the information content of random vector and it is invariant under affine transformations. We introduce the statistical estimate o…
math.ST2020
Entropy-based test for generalized Gaussian distributions
Mehmet Siddik Cadirci, Dafydd Evans, Nikolai Leonenko +1
In this paper, we provide the proof of consistency for the th nearest neighbour distance estimator of the Shannon entropy for an arbitrary fixed We construct th…