On stochastic complexity and nonparametric density estimation

DOI10.1093/BIOMET/75.4.705zbMath0661.62025OpenAlexW2055665704MaRDI QIDQ3810684

E. J. Hannan

Publication date: 1988

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/75.4.705

zbMATH Keywords

model selectiondata analysisAkaike information criterionasymptotic resultskernel estimatorminimum description lengthpenalized likelihoodstochastic complexitymodel fittinghistogram estimatordata based criteriaoptimal side width of congruent cubes

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Statistical aspects of information-theoretic topics (62B10)

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