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

histogramkernel density estimatorAkaike's information criterioncompactly supported densitieslikelihood cross-validationoptimal window widthexpected Kullback-Leibler lossmean-Hellinger distance

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (6)

β-divergence loss for the kernel density estimation with bias reduced ⋮ On Variance-Stabilizing Multivariate Non Parametric Regression Estimation ⋮ On two recent papers of Y. Kanazawa ⋮ A general and fast convergent bandwidth selection method of kernel estimator ⋮ Weighted Hellinger distance as an error criterion for bandwidth selection in kernel estimation ⋮ \textsc{CaDET}: interpretable parametric conditional density estimation with decision trees and forests

Cites Work

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• Monte Carlo Study of Three Data-Based Nonparametric Probability Density Estimators
• On the Choice of Smoothing Parameters for Parzen Estimators of Probability Density Functions
• On Estimation of a Probability Density Function and Mode

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