Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance

DOI10.1016/J.JECONOM.2007.01.006MaRDI QIDQ288354zbMATH OpenOpenAlexFDO

Authors Ronaldo Dias, N. L. Garcia

Publication date 25 May 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2007.01.006

zbMATH Keywords

B-splinesinformation criterianonparametric density estimationwavelets

Mathematics Subject Classification ID

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

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Cites work

• A note on maximum likelihood density estimation using a proxy of the Kullback-Leibler distance
• A spline approach to nonparametric test of hypothesis
• A study of logspline density estimation
• Best basis selection for approximation in \(L_p\)
• Convergence Rates of SNP Density Estimators
• Density estimation via hybrid splines
• scientific article; zbMATH DE number 1313655 (Why is no real title available?)
• scientific article; zbMATH DE number 733443 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 847272 (Why is no real title available?)
• scientific article; zbMATH DE number 1423402 (Why is no real title available?)
• Hybrid Adaptive Splines
• Large-sample inference for log-spline models
• Optimal rates of convergence for nonparametric estimators
• Qualitative and asymptotic performance of SNP density estimators
• Selection of Best Orthonormal Rational Basis
• Smoothing Spline Density Estimation: A Dimensionless Automatic Algorithm
• The consistency of the BIC Markov order estimator.

Cited in

(5)

• A flexible family of density functions
• Mixtures of mixtures based on multiresolution analysis theory
• A note on maximum likelihood density estimation using a proxy of the Kullback-Leibler distance
• Bayesian nonparametric monotone regression
• Clustering functional data via variational inference

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