Akaike's information criterion and Kullback-Leibler loss for histogram density estimation

DOI10.1007/BF01203164zbMath0675.62027OpenAlexW2066856021MaRDI QIDQ1122259

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Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01203164

zbMATH Keywords

AICAkaike's information criterionKullback-Leibler cross-validationcompactly supported densitiesdensity tail propertiesheavy-tailed unbounded densitieshistogram density estimationnumber of unknown parameters

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items (16)

Optimizing Time Histograms for Non-Poissonian Spike Trains ⋮ Detecting conditional independence for modeling non-Gaussian time series ⋮ Cross-validated density estimates based on Kullback–Leibler information ⋮ Bin width selection in multivariate histograms by the combinatorial method ⋮ Fast and fully-automated histograms for large-scale data sets ⋮ Contrast-based information criterion for ergodic diffusion processes from discrete observations ⋮ Hellinger distance and Akaike's information criterion for the histogram ⋮ Estimation of the Entropy Functional from Dependent Samples ⋮ A Method for Selecting the Bin Size of a Time Histogram ⋮ How many bins should be put in a regular histogram ⋮ On the estimation of entropy ⋮ A comparison of automatic histogram constructions ⋮ Maximum smoothed likelihood density estimation ⋮ Information measures of kernel estimation ⋮ Uncertainty, information, and disagreement of economic forecasters ⋮ Hellinger distance and Kullback-Leibler loss for the kernel density estimator

Cites Work

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• An asymptotically efficient solution to the bandwidth problem of kernel density estimation
• On the use of compactly supported density estimates in problems of discrimination
• On Kullback-Leibler loss and density estimation
• Consistent cross-validated density estimation
• On optimal and data-based histograms
• A comparative study of some kernel-based nonparametric density estimators
• Akaike's information criterion and the histogram
• A Comparative Study of Kernel-Based Density Estimates for Categorical Data
• On the Choice of Smoothing Parameters for Parzen Estimators of Probability Density Functions
• Selection of Variables in Discriminant Analysis by F-Statistic and Error Rate

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