Estimation of Kullback-Leibler losses for noisy recovery problems within the exponential family

DOI10.1214/17-EJS1321zbMath1373.62126arXiv1512.08191OpenAlexW2963974431WikidataQ115517782 ScholiaQ115517782MaRDI QIDQ2408232

Charles-Alban Deledalle

Publication date: 12 October 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.08191

zbMATH Keywords

model selectionexponential familyKullback-Leibler divergenceStein unbiased risk estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

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