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KANAZAWA, Yuichiro
Tokunin Kyoju (Professor by Special Appointment) Division of Arts and Sciences, College of Liberal Arts, International Christian University |
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| Language | English |
| Publication Date | 1999 |
| Type | Research Paper |
| Peer Review | With peer review |
| Title | On the asymptotic equivalence of Hellinger distance and Kullback-Leibler loss. |
| Contribution Type | Joint Work |
| Journal | Journal of the Japan Statistical Society |
| Journal Type | Japan |
| Volume, Issue, Pages | 29(1),pp.1-21 |
| Author and coauthor | Atsuyuki Kogure, Sang-Gil Lee |
| Details | 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. |
| DOI | http://doi.org/10.14490/jjss1995.29.1 |