Original scientific paper
https://doi.org/10.64785/mc.31.1.7
Notes about statistical estimation of Shannon entropy
Yu Sun
; Systemic Risk Centre, London School of Economics and Political Science, London , UK
Abstract
We improve the method of Bulinski and Dimitrov (2019) to prove the \(𝐿^{2} \)-consistency of the KozachenkoLeonenko estimator for (differential) Shannon entropy
Keywords
Shannon differential entropy; Nearest Neighbor graphs, Unbiasedness; Consis- tency, Kozachenko-Leonenko estimate; L 2 -consistency
Hrčak ID:
345980
URI
Publication date:
2.4.2026.
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