Uniform-in-bandwidth consistency for nonparametric estimation of divergence measures
Methodology
2014-06-24 v1
Abstract
We propose nonparametric estimation of divergence measures between continuous distributions. Our approach is based on a plug-in kernel- type estimators of density functions. We give the uniform in bandwidth consistency for the proposal estimators. As a consequence, their asymp- totic 100% confidence intervals are also provided.
Keywords
Cite
@article{arxiv.1406.6017,
title = {Uniform-in-bandwidth consistency for nonparametric estimation of divergence measures},
author = {Papa Ngom and Hamza Dhaker and Pierre Mendy and El Hadji Deme},
journal= {arXiv preprint arXiv:1406.6017},
year = {2014}
}
Comments
17 pages. arXiv admin note: text overlap with arXiv:0807.2153 by other authors