Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy
Published in Electronic Journal of Statistics, 2011
S. Bouzebda and I. Elhattab
We establish uniform-in-bandwidth consistency for kernel-type estimators of the differential entropy. We consider two kernel-type estima- tors of Shannon’s entropy. As a consequence, an asymptotic \(100\%\) confi- dence interval of entropy is provided. 
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