Returns the estimated asymptotic standard deviation for the Z estimator of Symmetrized Kullback-Leibler's divergence. Note that this is also the asymptotic standard deviation of the plug-in estimator. See Zhang and Grabchak (2014b) for details.
Vector of counts from first distribution. Must be integer valued. Each entry represents the number of observations of a distinct letter.
Vector of counts from second distribution. Must be integer valued. Each entry represents the number of observations of a distinct letter.
Lijuan Cao and Michael Grabchak
Z. Zhang and M. Grabchak (2014b). Nonparametric Estimation of Kullback-Leibler Divergence. Neural Computation, DOI 10.1162/NECO_a_00646.
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