# Uniform in bandwidth consistency of the kernel-type estimator of the Shannon’s entropy

Published in Comptes Rendus Academie des Sciences, Series I, Mathematics, 2010

### 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.