Asymptotic normality of relative entropy in multivariate density estimation
Résumé
We show that the centered and normalized relative entropy error of a consistent histogram based density estimate is asymptotically normal with asymptotic variance less than or equal to 1 for all multivariate densities ∫ winch have a finite relative entropy with respect to a given reference density g and which satisfy a mild condition on the boundary of their support.
Domaines
Mathématiques [math]| Origine | Accord explicite pour ce dépôt |
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