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Bibliografie

Journal Article

Optimization of Barron density estimates

Vajda Igor, van der Meulen E. C.

: IEEE Transactions on Information Theory vol.47, 5 (2001), p. 1867-1883

: AV0Z1075907

: 579, Copernicus, GA102/99/1137, GA ČR

: Barron estimator, chi-square criterion, density estimation

(eng): We investigate a nonparametric estimator of probability density introduced by A.R.Barron. Earlier papers established its consistency in a strong sense,e.g.,in the expected information divergence or expected chi-square divergence. This paper pays main attention to the expected chi-square divergence criterion. We give a new motivation of the Barron estimators by showing that a maximum-likelihood estimator (MLE) of a density from a family important in practice is consistent in expected information divergence.

: 09J

: BD