Nonparametric series density estimation and testing

This paper .rst establishes consistency of the exponential series density estimator when nuisance parameters are estimated as a preliminary step. Convergence in relative entropy of the density estimator is preserved, which in turn implies that the quantiles of the population density can be consisten...

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Bibliographic Details
Main Author: Marsh, Patrick
Format: Article
Published: Springer 2018
Subjects:
Online Access:https://eprints.nottingham.ac.uk/52926/