Divergence-type errors of smooth Barron-type density estimators

0410829 - UTIA-B 20020043 RIV ES eng J - Journal Article
Beirlant, J. - Berlinet, A. - Biau, G. - Vajda, Igor
Divergence-type errors of smooth Barron-type density estimators.
Test. Roč. 11, č. 1 (2002), s. 191-217
R&D Projects: GA ČR GA102/99/1137
Institutional research plan: CEZ:AV0Z1075907
Keywords : Barron-type density estimators * consistency in expected information divergence * consistency in expected chi-squared-divergence
Subject RIV: BB - Applied Statistics, Operational Research

Barron-type estimators are histogram-based distribution estimators that have been proved to have good consistency properties according to several information theoretic criteria. However they are not continuous. In this paper, we examine a new type estimators with the frequency polygon. We prove the consistency of these estimators in expected information divergence and expected chi-squared-divergence. For one of them we evaluate the rate of convergence in expected chi-squared-divergence.
Permanent Link: http://hdl.handle.net/11104/0130916