Uniform-in-Bandwidth Consistency for a Nonparametric Estimate of the Entropy under Random Censorship

Published in Electronic Journal of Statistics, 2009

S. Bouzebda and I. Elhattab

We establish uniform-in-bandwidth consistency for kernel-type estimators of the differential entropy. We consider two kernel-type estimators of Shannon’s entropy. As a consequence, an asymptotic \(100\%\) confidence interval of entropy is provided.

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