A class of Rényi information estimators for multidimensional densities

DOI10.1214/07-AOS539zbMath1205.94053arXiv0810.5302MaRDI QIDQ955135

Vippal Savani, Luc Pronzato, Nikolai N. Leonenko

Publication date: 18 November 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.5302

zbMATH Keywords

Tsallis entropyRényi entropyentropy estimationHavrda-Charvát entropyestimation of divergenceestimation of statistical distancenearest-neighbor distances

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Information theory (general) (94A15)

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