Pages that link to "Item:Q1124241"

The following pages link to On Kullback-Leibler loss and density estimation (Q1124241):

Displaying 28 items.

• On coherence in parametric density estimation (Q3492653) (← links)
• Estimation de contrastes de Kullback par la méthode du noyau: Loi limite. (Estimating Kullback contrasts by the kernel method: Asymptotic distribution) (Q3980870) (← links)
• Selection of importance weights for monte carlo estimation of normalizing constants (Q4266855) (← links)
• ON THE ASYMPTOTIC EQUIVALENCE OF HELLINGER DISTANCE AND KULLBACK-LEIBLER LOSS (Q4269623) (← links)
• On the choice of a discrepancy functional for model selection (Q4337107) (← links)
• A nonparametric approach to k-sample inference based on entropy (Q4372866) (← links)
• Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising (Q4637067) (← links)
• Asymptotically efficient estimation of a survival function in the missing censoring indicator model (Q4820848) (← links)
• Cross-validated density estimates based on Kullback–Leibler information (Q4831088) (← links)
• Kernel smoothed probability mass functions for ordered datatypes (Q4987542) (← links)
• The Mean Relative Entropy: An Invariant Measure of Estimation Error (Q5056956) (← links)
• Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data (Q5134477) (← links)
• Divergence measures estimation and its asymptotic normality theory in the discrete case (Q5230825) (← links)
• Nonparametric Estimation of Küllback-Leibler Divergence (Q5383802) (← links)
• Information measures of kernel estimation (Q5860908) (← links)
• <i>β</i>-divergence loss for the kernel density estimation with bias reduced (Q5880088) (← links)
• Extrapolation‐based Bandwidth Selectors: A Review and Comparative Study with Discussion on Bivariate Applications (Q6086610) (← links)
• Predictive Inference Based on Markov Chain Monte Carlo Output (Q6088268) (← links)
• Non-Gaussian Bayesian filtering by density parametrization using power moments (Q6110312) (← links)
• Spline local basis methods for nonparametric density estimation (Q6158228) (← links)
• Bayesian inference for polycrystalline materials (Q6541744) (← links)
• Tikhonov regularization as a nonparametric method for uncertainty quantification in aggregate data problems (Q6572168) (← links)
• A non-Gaussian Bayesian filter using power and generalized logarithmic moments (Q6574473) (← links)
• Differential entropy estimation with a Paretian kernel: tail heaviness and smoothing (Q6583939) (← links)
• A universal approximate cross-validation criterion for regular risk functions (Q6593499) (← links)
• Robust Likelihood Cross-Validation for Kernel Density Estimation (Q6634904) (← links)
• A non-classical parameterization for density estimation using sample moments (Q6640096) (← links)
• Estimation of density functionals via cross-validation (Q6668603) (← links)