Kullback-Leibler informational measure in the distribution density estimation problem

DOI10.1007/BF01096103zbMath0744.62041OpenAlexW2013083364MaRDI QIDQ1193319

V. M. Kondakov, Pavel N. Sapozhnikov

Publication date: 27 September 1992

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01096103

zbMATH Keywords

Jensen's inequalitysufficient statisticsKullback-Leibler information measuredistribution densitygiven riskoptimal equivariant Bayesian estimates

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (5)

On a Bayes estimator of the matrix-normal density ⋮ On an equivariant estimate of the density of a matrix normal distribution ⋮ On optimal estimators of shift population density functions and conditions of their consistency ⋮ Review on exact and perturbative deformations of the Einstein-Straus model: uniqueness and rigidity results ⋮ Shift families that admit nontrivial sufficient statistics.

Cites Work

• Über ein nichtparametrisches Schätzproblem
• On the estimation of parametric density functions
• Goodness of prediction fit
• A Note on the Estimation of Probability Density Functions

This page was built for publication: Kullback-Leibler informational measure in the distribution density estimation problem