Statistical estimation of conditional Shannon entropy
نویسندگان
چکیده
منابع مشابه
On the Estimation of Shannon Entropy
Shannon entropy is increasingly used in many applications. In this article, an estimator of the entropy of a continuous random variable is proposed. Consistency and scale invariance of variance and mean squared error of the proposed estimator is proved and then comparisons are made with Vasicek's (1976), van Es (1992), Ebrahimi et al. (1994) and Correa (1995) entropy estimators. A simulation st...
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Article history: Received 24 March 2011 Received in revised form 25 July 2012 Accepted 30 July 2012 Available online 7 August 2012
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2019
ISSN: 1262-3318
DOI: 10.1051/ps/2018026