{"title":"具有无界支持密度的熵的根n一致估计","authors":"A. Tsybakov, E. van der Meulen","doi":"10.1109/WITS.1994.513907","DOIUrl":null,"url":null,"abstract":"We consider a truncated version of the entropy estimator and prove the mean square /spl radic/n-consistency of this estimator for a class of densities with unbounded support, including the Gaussian density.","PeriodicalId":423518,"journal":{"name":"Proceedings of 1994 Workshop on Information Theory and Statistics","volume":"307 9","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1994-10-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"114","resultStr":"{\"title\":\"Root-N consistent estimators of entropy for densities with unbounded support\",\"authors\":\"A. Tsybakov, E. van der Meulen\",\"doi\":\"10.1109/WITS.1994.513907\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We consider a truncated version of the entropy estimator and prove the mean square /spl radic/n-consistency of this estimator for a class of densities with unbounded support, including the Gaussian density.\",\"PeriodicalId\":423518,\"journal\":{\"name\":\"Proceedings of 1994 Workshop on Information Theory and Statistics\",\"volume\":\"307 9\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1994-10-27\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"114\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of 1994 Workshop on Information Theory and Statistics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/WITS.1994.513907\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of 1994 Workshop on Information Theory and Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/WITS.1994.513907","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Root-N consistent estimators of entropy for densities with unbounded support
We consider a truncated version of the entropy estimator and prove the mean square /spl radic/n-consistency of this estimator for a class of densities with unbounded support, including the Gaussian density.