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We propose and analyze estimators for statistical functionals of one or more distributions under nonparametric assumptions.
Von Mises calculus for statistical functionals
Luisa Fernholz · 1983
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Estimating integrated squared density derivatives: sharp best order of convergence estimates
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Estimation of integral functionals of a density
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Estimating nonquadratic functionals of a density using haar wavelets
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M Emery, A Nemirovski, and D Voiculescu · 1998
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Estimation of Rényi Entropy and Mutual Information Based on Generalized Nearest-Neighbor Graphs
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David Källberg and Oleg Seleznjev · 2012
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Exponential concentration for mutual information estimation with application to forests
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