Uniform-in-bandwidth consistency for 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. Precisely, in this work, we consider two kernel-type estimators of Shannon's entropy. As a consequence, an asymptotic 100% confidence interval of entropy is provided.

Domaines: Théorie [stat.TH]

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy. Electronic Journal of Statistics , 2011. ⟨hal-00296641v2⟩