On the convergence of Shannon differential entropy, and its connections with density and entropy estimation

DOI10.1016/j.jspi.2012.02.023zbMath1408.62015OpenAlexW2013232082MaRDI QIDQ419270

Jorge F. Silva, Patricio Parada

Publication date: 18 May 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/130530

zbMATH Keywords

convergence of probability measuresdensity estimationstrong consistencyconsistency in information divergencedifferential entropy estimationhistogram-based estimatorsShannon information measures

Mathematics Subject Classification ID

Density estimation (62G07) Convergence of probability measures (60B10) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

Related Items (2)

Entropy and density approximation from Laplace transforms ⋮ Information dependency: strong consistency of Darbellay-Vajda partition estimators

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