GRADE ESTIMATION OF KULLBACK-LEIBLER INFORMATION
NUMBER
Abstract: An estimator of the Kullback-Leibler information number by using its
representation as a functional of the grade density is introduced. Its strong consistency is
proved under the mild conditions on the grade density. The same approach is used to study
the entropy measure of bivariate dependence (mutual information). Some applications to
detection theory are also given.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -