Statistical Estimation of the Kullback–Leibler Divergence

Statistical Estimation of the Kullback–Leibler Divergence

Asymptotic unbiasedness and <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mi>L</mi><mn>2</mn></msup></semantics></math></inline-formula>-consistency are e...

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Bibliographic Details
Main Authors: Alexander Bulinski, Denis Dimitrov
Format: Article
Language:English
Published: MDPI AG 2021-03-01
Series:Mathematics
Subjects:
Kullback–Leibler divergence
Shannon differential entropy
statistical estimates
k-nearest neighbor statistics
asymptotic behavior
Gaussian model
Online Access:https://www.mdpi.com/2227-7390/9/5/544

Internet

https://www.mdpi.com/2227-7390/9/5/544

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