Statistical estimation of the Shannon entropyстатья
Информация о цитировании статьи получена из
Web of Science,
Scopus
Статья опубликована в журнале из списка Web of Science и/или Scopus
Дата последнего поиска статьи во внешних источниках: 11 ноября 2019 г.
Аннотация:The behavior of the Kozachenko–Leonenko estimates for the (differential) Shannon entropy
is studied when the number of i.i.d. vector-valued observations tends to infinity. The asymptotic unbiasedness and L2-consistency of the estimates are established. The conditions employed involve the analogues of the Hardy–Littlewood maximal function. It is shown that the results are valid in particular for the entropy estimation of any nondegenerate Gaussian vector.