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math.ST2019
Statistical estimation of the Kullback-Leibler divergence
Alexander Bulinski, Denis Dimitrov
Wide conditions are provided to guarantee asymptotic unbiasedness and L^2-consistency of the introduced estimates of the Kullback-Leibler divergence for probability measures in R^d…
math.ST2018
Statistical estimation of the Shannon entropy
Alexander Bulinski, Denis Dimitrov
The behavior of the Kozachenko - Leonenko estimates for the (differential) Shannon entropy is studied when the number of i.i.d. vector-valued observations tends to infinity. The as…