2014/06/23 by Papa Ngom, Ngom, Papa, Hamza Dhaker +5
Mathematics · #62D05 #FOS: Computer and information sciences #G.3 #Methodology (stat.ME) #acm:62D05 #msc:62D05 #stat.ME
paper · pdf · doi:10.48550/arxiv.1406.6017
17 pages. arXiv admin note: text overlap with arXiv:0807.2153 by other authors
arxiv created 2014/06/23 · arxiv updated 2014/06/24
We propose nonparametric estimation of divergence measures between continuous distributions. Our approach is based on a plug-in kernel- type estimators of density functions. We give the uniform in bandwidth consistency for the proposal estimators. As a consequence, their asymp- totic 100% confidence intervals are also provided.