Strongly Consistent of Kullback-Leibler Divergence Estimator and Tests for Model Selection Based on a Bias Reduced Kernel Density Estimator

Papa Ngom, Freedath Djibril Moussa, Jean de Dieu Nkurunziza

In this paper, we study the strong consistency of a bias reduced kernel density estimator and derive a strongly con- sistent Kullback-Leibler divergence (KLD) estimator. As applica…