Hellinger distance and Akaike's information criterion for the histogram

Yuichiro Kanazawa

Statistics & Probability Letters, 1993, vol. 17, issue 4, 293-298

Abstract: The optimal histogram cell width, which asymptotically minimizes the mean Hellinger distance between the histogram and density, is shown to be equivalent to the one that maximizes Akaike's information criterion for compactly supported densities.

Keywords: Akaike's; information; criterion; Hellinger; distance; histogram; Kullback--Leibler; loss (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (4)

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