Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance

DOI10.1016/j.jeconom.2007.01.006zbMath1418.62133OpenAlexW1977790927MaRDI QIDQ288354

Ronaldo Dias, Nancy L. Garcia

Publication date: 25 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.01.006

zbMATH Keywords

waveletsB-splinesnonparametric density estimationinformation criteria

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (2)

Mixtures of Mixtures Based on Multiresolution Analysis Theory ⋮ A flexible family of density functions

Cites Work

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• Large-sample inference for log-spline models
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• Best basis selection for approximation in \(L_p\)
• The consistency of the BIC Markov order estimator.
• A study of logspline density estimation
• A spline approach to nonparametric test of hypothesis
• Density estimation via hybrid splines
• Hybrid Adaptive Splines
• Selection of Best Orthonormal Rational Basis
• Convergence Rates of SNP Density Estimators
• Smoothing Spline Density Estimation: A Dimensionless Automatic Algorithm
• A note on maximum likelihood density estimation using a proxy of the Kullback-Leibler distance

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