Strongly consistent model selection for densities
From MaRDI portal
Publication:1019483
DOI10.1007/s11749-006-0042-6zbMath1367.62101OpenAlexW2097000991MaRDI QIDQ1019483
Gérard Biau, Benoît Cadre, László Györfi, Luc P. Devroye
Publication date: 2 June 2009
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-006-0042-6
strong consistencyVapnik-Chervonenkis dimensionmultivariate density estimationhistogram-based estimatemixture densities
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Density estimation by the penalized combinatorial method
- Rates of convergence of minimum distance estimators and Kolmogorov's entropy
- Central limit theorems for empirical measures
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion)
- Consistent estimation of mixture complexity.
- A Note on Density Model Size Testing
- On the Asymptotic Properties of a Nonparametric<tex>$L_1$</tex>-Test Statistic of Homogeneity
- Adaptive Mixtures
- Real Analysis and Probability
- Goodness‐of‐fit Tests Based on the Kernel Density Estimator
- On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
- Combinatorial methods in density estimation