Uniform in Bandwidth consistency of Kernel-Type Estimators of Shannon's Entropy

Salim Bouzebda (1) , Issam Elhattab (1)

1 LSTA - Laboratoire de Statistique Théorique et Appliquée

We establish uniform-in-bandwidth consistency for kernel-type estimators of the differential entropy. Our proofs rely on the methods of Einmahl and Mason (2005).

Domaines: Théorie [stat.TH]

Salim Bouzebda, Issam Elhattab. Uniform in Bandwidth consistency of Kernel-Type Estimators of Shannon's Entropy. 2007. ⟨hal-00296641v1⟩