• DocumentCode
    2345842
  • Title

    Root-N consistent estimators of entropy for densities with unbounded support

  • Author

    Tsybakov, A.B. ; Van der Meulen, E.C.

  • Author_Institution
    LSTA, Univ. Pierre et Marie Curie, Paris, France
  • fYear
    1994
  • fDate
    27-29 Oct 1994
  • Firstpage
    78
  • Abstract
    We consider a truncated version of the entropy estimator and prove the mean square √n-consistency of this estimator for a class of densities with unbounded support, including the Gaussian density
  • Keywords
    entropy; estimation theory; information theory; Gaussian density; entropy estimator; i.i.d. random variables; information theory; mean square root-N consistent estimators; unbounded support; Artificial intelligence; Bismuth; Entropy; Information theory; Mathematics; Random variables; Statistics; Tail; Testing;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory and Statistics, 1994. Proceedings., 1994 IEEE-IMS Workshop on
  • Conference_Location
    Alexandria, VA
  • Print_ISBN
    0-7803-2761-6
  • Type

    conf

  • DOI
    10.1109/WITS.1994.513907
  • Filename
    513907