# 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.