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Uniform-in-bandwidth consistency for kernel-type estimators of Shannons entropy

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 Added by Salim Bouzebda
 Publication date 2011
and research's language is English




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We establish uniform-in-bandwidth consistency for kernel-type estimators of the differential entropy. We consider two kernel-type estimators of Shannons entropy. As a consequence, an asymptotic 100% confidence interval of entropy is provided.



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