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Type: Artigo de periódico
Title: Consistent Estimator For Basis Selection Based On A Proxy Of The Kullback-leibler Distance
Author: Dias R.
Garcia N.L.
Abstract: Given a random sample from a continuous and positive density f, the logistic transformation is applied and a log density estimate is provided by using basis functions approach. The number of basis functions acts as the smoothing parameter and it is estimated by minimizing a penalized proxy of the Kullback-Leibler distance which includes as particular cases AIC and BIC criteria. We prove that this estimator is consistent. © 2007 Elsevier B.V. All rights reserved.
Rights: fechado
Identifier DOI: 10.1016/j.jeconom.2007.01.006
Date Issue: 2007
Appears in Collections:Unicamp - Artigos e Outros Documentos

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