On the estimation of entropy

DOI10.1007/BF00773669zbMath0776.62038OpenAlexW2076608847MaRDI QIDQ1260701

Publication date: 25 August 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00773669

zbMATH Keywords

kernel estimators dimensionality convergence rate convergence properties density estimation projection pursuit smoothing parameter histogram estimator distribution smoothness effects of tail behaviour estimators of entropy root-\(n\) consistency of entropy estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Statistical aspects of information-theoretic topics (62B10)

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