Uniform-in-bandwidth consistency for nonparametric estimation of divergence measures
classification
📊 stat.ME
keywords
consistencydivergenceestimationestimatorsmeasuresnonparametricapproachasymp-
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We propose nonparametric estimation of divergence measures between continuous distributions. Our approach is based on a plug-in kernel- type estimators of density functions. We give the uniform in bandwidth consistency for the proposal estimators. As a consequence, their asymp- totic 100% confidence intervals are also provided.
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