Sample estimate of the entropy of a random vector (Q1096264)

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scientific article; zbMATH DE number 4030688
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    Sample estimate of the entropy of a random vector
    scientific article; zbMATH DE number 4030688

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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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