Abstract The problem of entropy estimation of probability density functions with allowance for real data is posed (the maximum entropy estimation (MEE) problem). Global existence conditions for the implicit dependence of Lagrange multipliers on data collection are obtained. The asymptotic efficiency of maximum entropy estimates is proved.

中文翻译：

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最大熵估计的渐近效率

摘要 提出了允许真实数据的概率密度函数的熵估计问题（最大熵估计（MEE）问题）。获得了拉格朗日乘子对数据收集的隐式依赖的全局存在条件。证明了最大熵估计的渐近效率。