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Sample estimate of the entropy of a random vector
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    Sample estimate of the entropy of a random vector (English)
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    1987
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    We establish conditions for asymptotic unbiasedness and consistency of a simple estimator of the unknown entropy of an absolutely continuous random vector from a sample of independent observations.
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    asymptotic unbiasedness
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    consistency
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    estimator of the unknown entropy
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    absolutely continuous random vector
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    independent observations
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