两种模型的比较:基于$α$ -散度的新方法
Comparaison between the two models : new approach using the $α$-divergence
摘要:
对于连续分布,我们提出了新的非参数一致Rényi- $α$和$α$ -Tsallis散度估计.我们讨论这种方法的选择模型(在alétoire和自回归AR(1))。我们lestimateur使用的内核密度esttimer底层。然而,我们能够证明在一定的条件下,估计是一致的。我们还描述了如何应用这些估计,并通过数值实验证明其有效性。
英文摘要:
We propose new nonparametric accordance Rényi-$α$ and $α$-Tsallis divergence estimators for continuous distributions. We discuss this approach with a view to the selection model (on alétoire and autoregressive AR (1)). We lestimateur used by kernel density esttimer underlying. Nevertheless, we are able to prove that the estimators are consistent under certain conditions. We also describe how to apply these estimators and demonstrate their effectiveness through numerical experiments.
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