Nonparametric -divergence estimation and test for model selection

zbMATH Open1455.62078MaRDI QIDQ2217079FDOQ2217079

Authors: Freedath Djibril Moussa, Jean de Dieu Nkurunziza, Papa Ngom 

Publication date: 18 December 2020

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1605236416

Recommendations

• Selected estimated models with \(\phi\)-divergence statistics
• Minimum \(K_\phi\)-divergence estimators for multinomial models and applications
• Selection rules based on divergences
• An estimation of Phi divergence and its application in testing normality
• Publication:4507920

zbMATH Keywords

asymptotic normalitymodel selectionstrong consistencyhypothesis testingnonparametric estimation\(\phi\)-divergence

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Title not available (Why is that?)
• On Information and Sufficiency
• Uniform in bandwidth consistency of kernel-type function estimators
• U-processes: Rates of convergence
• Introduction to nonparametric estimation
• Minimum Hellinger distance estimates for parametric models
• Robust and efficient estimation by minimising a density power divergence
• Title not available (Why is that?)
• Title not available (Why is that?)
• Weighted uniform consistency of kernel density estimators with general bandwidth sequences
• On nonparametric kernel density estimates
• Cross-validation in nonparametric estimation of probabilities and probability densities
• Divergence measures estimation and its asymptotic normality theory using wavelets empirical processes. II
• Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy
• A new kernel density estimate

Cited In (4)

• Selected estimated models with \(\phi\)-divergence statistics
• Selection rules based on divergences
• Applications of a Kullback-Leibler divergence for comparing non-nested models
• Improved estimators of Bregman divergence for model selection in small samples

This page was built for publication: Nonparametric \(\phi\)-divergence estimation and test for model selection

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2217079)