Nonparametric -divergence estimation and test for model selection

MaRDI QIDQ2217079zbMATH OpenFDO

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

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)

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Cites work

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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

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