Hellinger distance and Kullback-Leibler loss for the kernel density estimator

DOI10.1016/0167-7152(93)90022-BzbMath0789.62029MaRDI QIDQ1314730

Yuichiro Kanazawa

Publication date: 19 June 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

histogram; kernel density estimator; Akaike's information criterion; compactly supported densities; likelihood cross-validation; optimal window width; expected Kullback-Leibler loss; mean-Hellinger distance

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

Related Items

A general and fast convergent bandwidth selection method of kernel estimator, Weighted Hellinger distance as an error criterion for bandwidth selection in kernel estimation, On two recent papers of Y. Kanazawa

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