Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On the Kozachenko-Leonenko entropy estimator   We study in details the bias and variance of the entropy estimator proposed
by Kozachenko and Leonenko for a large class of densities on $\mathbb{R}^d$. We
then use the work of Bickel and Breiman to prove a central limit theorem in
dimensions $1$ and $2$. In higher dimensions, we provide a development of the
bias in terms of powers of $N^{-2/d}$. This allows us to use a Richardson
extrapolation to build, in any dimension, an estimator satisfying a central
limit theorem and for which we can give some some explicit (asymptotic)
confidence intervals.

25
The categories of this paper are: patt-sol
10
The categories of this paper are: q-bio
28
The categories of this paper are: alg-geom
1
The categories of this paper are: cs
24
The categories of this paper are: dg-ga
19
The categories of this paper are: eess
33
The categories of this paper are: plasm-ph
34
The categories of this paper are: chem-ph
31
The categories of this paper are: ao-sci
37
The categories of this paper are: supr-con
9
The categories of this paper are: nlin
13
The categories of this paper are: quant-ph
0
The categories of this paper are: hep-ph
23
The categories of this paper are: solv-int
20
The categories of this paper are: acc-phys
26
The categories of this paper are: bayes-an