Distribution Estimates Consistent in χ2-Divergence

DOI10.1080/02331889808802651MaRDI QIDQ4228059zbMATH OpenOpenAlexFDO

Authors László Györfi, Igor Vajda, Friedrich Liese, Edward C. van der Meulen

Publication date 3 January 2001

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889808802651

zbMATH Keywords

Barron density estimatorconsistency in chi-square-divergencedistribution estimatorrate of consistency

Mathematics Subject Classification ID

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

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Cites work

• Asymptotic Normality ofL₁-Error in Density Estimation
• Asymptotically Optimal Tests for Multinomial Distributions
• Density estimation by wavelet thresholding
• Density-free convergence properties of various estimators of entropy
• Distribution estimation consistent in total variation and in two types of information divergence
• Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
• scientific article; zbMATH DE number 4072103 (Why is no real title available?)
• No empirical probability measure can converge in the total variation sense for all distributions
• On arbitrarily slow rates of global convergence in density estimation
• On some global measures of the deviations of density function estimates
• On the asymptotic normality of the L₁‐ and L₂‐errors in histogram density estimation
• On the f-divergence and singularity of probability measures

Cited in

(14)

• How to get central limit theorems for global errors of estimates.
• Divergence-type errors of smooth Barron-type density estimators.
• An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses
• Large deviations of ^2 divergence errors on partitions
• Chi-square divergence and minimization problem
• Distribution estimation consistent in total variation and in two types of information divergence
• On the convergence of Shannon differential entropy, and its connections with density and entropy estimation
• About the asymptotic accuracy of Barron density estimates
• Iterated modified histograms as dynamical systems
• Cross-validated density estimates based on Kullback–Leibler information
• Parameter selection in modified histogram estimates
• Accuracy of posterior approximations via ^2 and harmonic divergences
• Parametric estimation and tests through divergences and the duality technique
• Information divergence estimation based on data-dependent partitions

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