Information theoretic criteria in non-parametric density estimation. Bias and variance in the infinite dimensional case

DOI10.1016/0167-9473(91)90022-TMaRDI QIDQ2365203zbMATH OpenOpenAlexWikidataFDO

Authors Michal Abrahamowicz, Antonio Ciampi

Publication date 25 February 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(91)90022-t

zbMATH Keywords

AICbiasBICdensity estimation methodsevaluation of simulationsgraphical displayinfinite-dimensional estimation spacesmeta-parametersregression splinessmoothing splinesvariance

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Density estimation (62G07)

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Cites work

• A new look at the statistical model identification
• Estimating the dimension of a model
• scientific article; zbMATH DE number 3703820 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Nonparametric density estimation for censored survival data: Regression‐spline approach
• Nonparametric density estimation from censored data
• Nonparametric probability density estimation by discrete maximum penalized-likelihood criteria
• On Information and Sufficiency
• On Polya frequency functions. IV: The fundamental spline functions and their limits
• Topics in statistical information theory

Cited in

(3)

• Accounting for Data-Dependent Degrees of Freedom Selection When Testing the Effect of a Continuous Covariate in Generalized Additive Models
• Asymptotic biases of information and cross-validation criteria under canonical parametrization
• Correction: A class of Rényi information estimators for multidimensional densities

Describes a project that uses

Uses Software

• IMSL Numerical Libraries

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