The Varentropy is a measure of the variability of the information content of random vector and it is invariant under affine transformations. We introduce the statistical estimate of varentropy of random vector based on the nearest neighbor graphs (distances). The asymptotic unbiasedness and L2-consistency of the estimates are established.

翻译：变熵是衡量随机向量信息含量变异性的指标，且在仿射变换下保持不变。本文提出基于最近邻图（距离）的随机向量变熵统计估计方法。我们证明了该估计量的渐近无偏性和L2一致性。