Empirical Squared Hellinger Distance Estimator and Generalizations to a Family of α-Divergence Estimators.
Rui DingAndrew P. MullhauptPublished in: Entropy (2023)
Keyphrases
- kullback leibler
- distance measure
- variance reduction
- variance estimator
- least squares
- confidence intervals
- euclidean distance
- kl divergence
- kullback leibler divergence
- asymptotic properties
- special case
- jensen shannon
- rates of convergence
- maximum likelihood estimator
- mahalanobis distance
- theoretical analysis
- high breakdown
- unbiased estimator
- nadaraya watson
- robust estimation
- sample size
- distance function
- neural network
- kernel regression
- information theoretic
- monte carlo
- minimum mean squared error
- maximum likelihood
- dissimilarity measure
- distance metric
- robust estimators
- markov chain
- mutual information
- machine learning