On Kullback-Leibler loss and density estimation
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Publication:1124241
DOI10.1214/aos/1176350606zbMath0678.62045OpenAlexW2081827563MaRDI QIDQ1124241
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350606
asymptotic propertiesdiscrimination informationsmoothing parametertail propertieslikelihood cross-validationwindow widthnon-parametric kernel density estimateoptimal estimation of Kullback-Leibler loss
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