A note on consistent estimation of Kullback-Leibler discrepancy in Poisson regression

被引：0

作者：

Szkutnik, Zbigniew ^{[1
]}

Grzyb, Lukasz ^{[1
]}

机构：

[1] AGH Univ Sci & Technol, Fac Appl Math, PL-30059 Krakow, Poland

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2012年 / 142卷 / 06期

关键词：

Kullback-Leibler discrepancy; Poisson regression; Kernel estimator; Bandwidth selection;

D O I：

10.1016/j.jspi.2011.12.022

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A recent theorem by Hannig and Lee on consistency of their estimator of Kullback-Leibler discrepancy is re-proved under assumptions suitably modified to correct a fault in the original proof. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：1619 / 1622

页数：4

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