About the asymptotic accuracy of Barron density estimates

By extending the information-theoretic arguments of previous papers dealing with the Barron-type density estimates, and their consistency in information divergence and chi-square divergence, the problem of consistency in Csiszar's /spl phi/-divergence is motivated for general convex functions /...

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Bibliographic Details
Published in:IEEE transactions on information theory 1998-05, Vol.44 (3), p.999-1009
Main Authors: Berlinet, A., Vajda, I., van der Meulen, E.C.
Format: Article
Language:English
Subjects:
Automation
Histograms
Information
Information theory
Kernel
Mathematics
Packaging
Statistics
Theory
Topology
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Summary:By extending the information-theoretic arguments of previous papers dealing with the Barron-type density estimates, and their consistency in information divergence and chi-square divergence, the problem of consistency in Csiszar's /spl phi/-divergence is motivated for general convex functions /spl phi/. The problem of consistency in /spl phi/-divergence is solved for all /spl phi/ with /spl phi/(0)
ISSN:0018-9448
1557-9654
DOI:10.1109/18.669143