Selection rules based on divergences

DOI10.1080/02331880903573385MaRDI QIDQ3106401zbMATH OpenOpenAlexFDO

Authors Alain Berlinet, Igor Vajda

Publication date 21 December 2011

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880903573385

zbMATH Keywords

divergence error criterianonparametric estimationoptimal and suboptimal selectionsScheffé selection

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric estimation (62G05) Density estimation (62G07)

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Cites work

• A new class of metric divergences on probability spaces and its applicability in statistics
• Bin width selection in multivariate histograms by the combinatorial method
• scientific article; zbMATH DE number 4072103 (Why is no real title available?)
• On Divergences and Informations in Statistics and Information Theory
• On the f-divergence and singularity of probability measures
• Optimal \(L_{1}\) bandwidth selection for variable kernel density estimates
• Parameter selection in modified histogram estimates

Cited in

(4)

• Perspective functions: properties, constructions, and examples
• Nonparametric \(\phi\)-divergence estimation and test for model selection
• Limits of Bayesian decision related quantities of binomial asset price models
• Dynamical Selection Rules

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