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Density-free convergence properties of various estimators of entropy

✍ Scribed by László Györfi; Edward C. van der Meulen


Book ID
103599876
Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
647 KB
Volume
5
Category
Article
ISSN
0167-9473

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Let X1, X2,..., Xn be independent observations from an (unknown) absolutely continuous univariate distribution with density f and let be a kernel estimator of f(x) at the point x, -oc < x < c~, with h = hn (hn ~ 0 and nhn --+ oc, as n --+ oc) the bandwidth and K a kernel function of order r. "Optim