On the Consistency of the Kozachenko-Leonenko Entropy Estimate

DOI10.1109/TIT.2021.3127938zbMath1489.62013arXiv2102.12952OpenAlexW3212615191MaRDI QIDQ5030353

László Györfi, Luc P. Devroye

Publication date: 17 February 2022

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.12952

zbMATH Keywords

estimation of differential entropyconsistency of nearest neighbor estimate

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

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