Consistency of phi-Divergence Errors of Barron Density Estimates

Result code in IS VaVaI

RIV/68407700:21340/05:00117065 - isvavai.cz

Result on the web

—

DOI - Digital Object Identifier

—

Result language

angličtina

Original language name

Consistency of phi-Divergence Errors of Barron Density Estimates

Original language description

In this contribution we are interested in the asymptotic properties of the Barron estimator if its error is measured by f-divergences with the true density for a general class of functions f. In quantized models leading to reduced f-divergences we provethe consistency of this estimator in the reduced f-divergence and in the expected reduced f-divergence. Further, we formulate conditions under which it is possible to extend the obtained results also to the original non-quantized models. Our conditions and results are then compared with those of Berlinet et al. (1998).

Czech name

—

Czech description

—

Type

D - Article in proceedings

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

—

Project

—

Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2005

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Proceedings of the 6th International PhD Workshop on Systems and Control a Yang Generation Viewpoint

ISBN

961-6303-74-0

ISSN

—

e-ISSN

—

Number of pages

6

Pages from-to

1-6

Publisher name

Jozef Stefan Institute

Place of publication

Ljubjana

Event location

Izola-Simon zaliv

Event date

Oct 4, 2005

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

—