Comptes Rendus
Statistics
Uniform in bandwidth consistency of the kernel-type estimator of the Shannon's entropy
[Loi du logarithme uniforme pour un estimateur non paramétrique de l'entropie de Shannon]
Comptes Rendus. Mathématique, Volume 348 (2010) no. 5-6, pp. 317-321.

Dans cette Note, nous obtenons la consistance uniforme en terme de la fenêtre pour l'estimateur non paramétrique de l'entropie. Nos arguments de démonstration sont basés sur les résultats obtenus par Einmahl et Mason (2005) [10].

We establish uniform-in-bandwidth consistency for kernel-type estimators of the differential entropy. Our proofs rely on the methods of Einmahl and Mason (2005) [10].

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DOI : 10.1016/j.crma.2009.12.007
Salim Bouzebda 1 ; Issam Elhattab 1

1 L.S.T.A., Université Pierre et Marie Curie-Paris 6, 175, rue du Chevaleret, 8
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Salim Bouzebda; Issam Elhattab. Uniform in bandwidth consistency of the kernel-type estimator of the Shannon's entropy. Comptes Rendus. Mathématique, Volume 348 (2010) no. 5-6, pp. 317-321. doi : 10.1016/j.crma.2009.12.007. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2009.12.007/

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[10] U. Einmahl; D.M. Mason Uniform in bandwidth consistency of kernel-type function estimators, Ann. Statist., Volume 33 (2005) no. 3, pp. 1380-1403

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[12] L. Györfi; E.C. van der Meulen On the nonparametric estimation of the entropy functional, Spetses, 1990 (NATO Adv. Sci. Inst. Ser. C Math. Phys. Sci.), Volume vol. 335, Kluwer Acad. Publ., Dordrecht (1991), pp. 81-95

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