[KSCI] Korea Science Citation Index Service

ON HELLINGER CONSISTENT DENSITY ESTIMATION

Nicoleris, Theodoros (Department of Statistics and Actuarial Science, University of the Aegean)
Walker, Stephen-G. (Department of Mathematical Sciences, University of Bath)

Publication Information

Journal of the Korean Statistical Society / v.32, no.3, 2003 , pp. 261-270 More about this Journal

Abstract

This paper introduces a new density estimator which is Hellinger consistent under a simple condition. A number of issues are discussed, such as extension to Kullback-Leibler consistency, robustness, the Bayes version of the estimator and the maximum likelihood case. An illustration is presented.

Keywords

Density estimation; Hellinger consistency; martingale sequence; maximum likelihood estimator;

Citations & Related Records

Reference

1	Hellinger consistency of certain nonparametric maximum likelihood estimators / [ VAN DE GEER,S. ] / The Annals of Statistics
2	On suffcient conditions for Bayesian consistency / [ WALKER,S.G. ] / Biometrika
3	Estimation of distributions using orthogonal expansions / [ CRAIN,B.R. ] / The Annals of Statistics
4	/ [ LOEVE,M. ] / Probability Theory (3rd ed.)