kn-Nearest Neighbor Estimators of Entropy
نویسندگان
چکیده
For estimating the entropy of an absolutely continuous multivariate distribution, we propose nonparametric estimators based on the Euclidean distances between the n sample points and their kn-nearest neighbors, where {kn : n = 1, 2, . . .} is a sequence of positive integers varying with n. The proposed estimators are shown to be asymptotically unbiased and consistent.
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تاریخ انتشار 2008