{"title":"Root-N consistent estimators of entropy for densities with unbounded support","authors":"A. Tsybakov, E. van der Meulen","doi":"10.1109/WITS.1994.513907","DOIUrl":null,"url":null,"abstract":"We consider a truncated version of the entropy estimator and prove the mean square /spl radic/n-consistency of this estimator for a class of densities with unbounded support, including the Gaussian density.","PeriodicalId":423518,"journal":{"name":"Proceedings of 1994 Workshop on Information Theory and Statistics","volume":"307 9","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1994-10-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"114","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of 1994 Workshop on Information Theory and Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/WITS.1994.513907","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 114
Abstract
We consider a truncated version of the entropy estimator and prove the mean square /spl radic/n-consistency of this estimator for a class of densities with unbounded support, including the Gaussian density.