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Statistical Estimation of the Kullback–Leibler Divergence

Asymptotic unbiasedness and <inline-formula><math display="inline"><semantics><msup><mi>L</mi><mn>2</mn></msup></semantics></math></inline-formula>-consistency are established, under mild conditions, for the estimates of the Kullback–Leibler divergence between two probability measures in <inline-for...

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Hoofdauteurs: Alexander Bulinski, Denis Dimitrov
Formaat: Artigo
Taal:Inglês
Gepubliceerd in: MDPI AG 2021-03-01
Reeks:Mathematics
Onderwerpen:
Kullback–Leibler divergence
Shannon differential entropy
statistical estimates
k-nearest neighbor statistics
asymptotic behavior
Gaussian model
Online toegang:https://www.mdpi.com/2227-7390/9/5/544
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