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
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;
Conference_Titel :
Information Theory and Statistics, 1994. Proceedings., 1994 IEEE-IMS Workshop on
Conference_Location :
Alexandria, VA
Print_ISBN :
0-7803-2761-6
DOI :
10.1109/WITS.1994.513907
