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Grade estimation of Kullback-Leibler information number
Grade estimation Kullback-Leibler information number
2009/9/23
An estimator of the Kullback-Leibler information
number by using its representation as a functional of the grade density
is introduced. Its strong consistency is proved under the mild
conditions on...
Nonparametric Estimation of Kullback-Leibler Information Illustrated by Evaluating Goodness of Fit
Goodness of Fit Kullback-Leibler Information Consistency
2009/9/22
We describe a method for quantifying the lack of t in a proposed
family of distributions. The method involves estimating the posterior distribu-
tion of the Kullback-Leibler information between the ...