A note on estimation and information topologies

Paul Whitney

Statistics & Probability Letters, 1987, vol. 5, issue 2, 149-151

Abstract: A relation between uniformly consistent density estimates and information topologies is described. Specifically, the Hellinger metric topology is the strongest metric topology in which uniformly consistent estimation is possible

Keywords: Hellinger; distance; density; estimation; consistent; estimation (search for similar items in EconPapers)
Date: 1987
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