Cross validated choice of the number of cells of Barro modified histograms

Authors
Berlinet, A Brunel, E
Citation
A. Berlinet et E. Brunel, Cross validated choice of the number of cells of Barro modified histograms, CR AC S I, 331(9), 2000, pp. 713-716
Citations number
10
Categorie Soggetti
Mathematics
Journal title
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE
ISSN journal
07644442 → ACNP
Volume
331
Issue
9
Year of publication
2000
Pages
713 - 716
Database
ISI
SICI code
0764-4442(20001101)331:9<713:CVCOTN>2.0.ZU;2-C
Abstract
We consider Barron density estimates defined as modified histograms. We giv e convergence results for the Kullback-Leibler divergence and its expectati on. We propose an automatic procedure for selecting the asymptotically opti mal bandwidth. (C) 2000 Academie des sciences/Editions scientifiques et med icales Elsevier SAS.