Estimation of Fisher information using model selection

DOI10.1007/s00184-009-0246-3zbMath1200.62033OpenAlexW1991717279MaRDI QIDQ604638

Małgorzata Wojtyś, Jan Mielniczuk

Publication date: 12 November 2010

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-009-0246-3

zbMATH Keywords

Fisher informationBayes information criterion (BIC)kernel estimator of a densitypost model selection estimationSheather-Jones bandwidth

Mathematics Subject Classification ID

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

Related Items (3)

\(p\)-value model selection criteria for exponential families of increasing dimension ⋮ Efficient Estimation of the PDF and the CDF of the Exponentiated Gumbel Distribution ⋮ Post-Model-Selection Method for Density Estimation

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