Nonparametric series density estimation and testing
(2018)
Journal Article
Marsh, P. (2019). Nonparametric series density estimation and testing. Statistical Methods and Applications, 28(1), 77–99. https://doi.org/10.1007/s10260-018-00432-y
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 qu... Read More about Nonparametric series density estimation and testing.