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Asymptotic Normality of an Entropy Estimator With Exponentially Decaying Bias
2013
IEEE Transactions on Information Theory
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This paper establishes the asymptotic normality of an entropy estimator with an exponentially decaying bias on any finite alphabet. Furthermore it is shown that the nonparametric estimator is asymptotically efficient.
doi:10.1109/tit.2012.2217393
fatcat:jxtcknfcyna57ohhpbkgmv3k7e