Consistency Bands for divergences measures
Amadou Diadie Ba
TL;DR
This paper introduces a wavelet-based method to estimate densities and establishes asymptotic properties for divergence measures, providing a way to construct their consistency bands.
Contribution
It presents a novel wavelet approach for density estimation and derives asymptotic consistency and normality results for divergence measures.
Findings
Established asymptotic consistency of divergence measures
Constructed consistency bands for divergence measures
Demonstrated the wavelet approach's effectiveness in density estimation
Abstract
By wavelets approach we estimate densities. Then by means of mean value theorem we establish asymptotic consistency and normality for special divergence measures and construct their consistency bands.
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Taxonomy
TopicsBlind Source Separation Techniques · Advanced Statistical Methods and Models · Advanced Statistical Process Monitoring