Cross-validated density estimates based on Kullback–Leibler information (Q4831088): Difference between revisions

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+Distribution estimation consistent in total variation and in two types of information divergence
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+On the asymptotic normality of the <i>L</i><sub>1</sub>‐ and <i>L</i><sub>2</sub>‐errors in histogram density estimation
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+About the asymptotic accuracy of Barron density estimates
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+A comparative study of some kernel-based nonparametric density estimators
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+Consistent cross-validated density estimation
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+On the Choice of Smoothing Parameters for Parzen Estimators of Probability Density Functions
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+Distribution Estimates Consistent in χ<sup>2</sup>-Divergence
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+On Kullback-Leibler loss and density estimation
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+On the use of compactly supported density estimates in problems of discrimination
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+Akaike's information criterion and Kullback-Leibler loss for histogram density estimation
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+An inequality involving multinomial probabilities
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+An asymptotically efficient solution to the bandwidth problem of kernel density estimation
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+A comparison of cross-validation techniques in density estimation
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+An optimal selection of regression variables
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