Consistency Bands for divergences measures

Abstract

By wavelets approach we estimate densities. Then by means of mean value theorem we establish asymptotic consistency and normality for special divergence measures and construct their consistency bands.

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References in corpus (3)

• Estimating divergence functionals and the likelihood ratio by convex risk minimization
• Uniform in bandwidth consistency of kernel-type function estimators
• Ensemble estimation of multivariate f-divergence