A note on consistent estimation of Kullback-Leibler discrepancy in Poisson regression

作者：Szkutnik Zbigniew^*; Grzyb Lukasz

来源：Journal of Statistical Planning and Inference, 2012, 142(6): 1619-1622.

DOI：10.1016/j.jspi.2011.12.022

• Kullback-Leibler discrepancy
• Poisson regression
• Kernel estimator
• Bandwidth selection

A recent theorem by Hannig and Lee on consistency of their estimator of Kullback-Leibler discrepancy is re-proved under assumptions suitably modified to correct a fault in the original proof.

• 出版日期2012-6