Notes about statistical estimation of Shannon entropy

DOI10.64785/MC.31.1.7MaRDI QIDQ7228825zbMATH OpenFDO

Authors Yu Sun

Publication date 14 April 2026

Published in Mathematical Communications (Search for Journal in Brave)

Full work available at URL https://hrcak.srce.hr/clanak/499425

zbMATH Keywords

\(L^2\)-consistencyKozachenko-Leonenko estimatornearest neighbor graphsShannon entropyunbiasedness

Mathematics Subject Classification ID

(L^p)-limit theorems (60F25) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

Cites work

• Sample estimate of the entropy of a random vector
• Statistical estimation of the Shannon entropy

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