文章基本信息

标题：ON THE ASYMPTOTIC EQUIVALENCE OF HELLINGER DISTANCE AND KULLBACK-LEIBLER LOSS
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作者：Yuichiro Kanazawa ; Atsuyuki Kogure ; Sang-Gil Lee 等
期刊名称：JOURNAL OF THE JAPAN STATISTICAL SOCIETY
印刷版ISSN：1882-2754
电子版ISSN：1348-6365
出版年度：1999
卷号：29
期号：1
页码：1-21
DOI：10.14490/jjss1995.29.1
出版社：JAPAN STATISTICAL SOCIETY
摘要：Hellinger distance, Kullback-Leibler loss, and variance-stabilizing integrated square error are shown to be asymptotically equivalent up to a constant. Simulation confirmed the result. Implications of the result for dernel and histogram density estimation and the connection of the result with goodness of fit tests are discussed.
关键词：Akaike's Information criterion;Hellinger distance;histogram;integrated absolute error;integrated square error;kernel estimator;Kullback-Leibler loss;least-squares cross-validation;likelihood cross-validation