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On two recent papers of Y. Kanazawa

Jones, M. C. (1995). On two recent papers of Y. Kanazawa. Statistics and Probability Letters, 24(3) pp. 269–271.

DOI (Digital Object Identifier) Link: http://dx.doi.org/10.1016/0167-7152(94)00183-9
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Abstract

In two recent papers in this journal, Kanazawa (1993a, b) has described asymptotic equivalences between smoothing parameters minimising certain risk functions for histograms and kernel density estimators, respectively. In the current note, we (i) describe some well-known heuristic equivalences (known also to Kanazawa, but not mentioned in either paper) which explain why results are as they are, and (ii) put forward the more usual opposing views to Kanazawa's claim that his results “force us to entertain the possibility that the [Hellinger distance], not the conventional [integrated squared error], be the standard distance-based measure of discrepancy in density estimation”.

Item Type: Journal Article
Copyright Holders: 1995 Elsevier Science B. V.
ISSN: 0167-7152
Keywords: Akaike's information criterion; Hellinger distance; histogram; Kernel density estimator; Kullback-Liebler loss; weighted integrated squared error
Academic Unit/Department: Mathematics, Computing and Technology > Mathematics and Statistics
Item ID: 28215
Depositing User: Sarah Frain
Date Deposited: 19 Apr 2011 13:52
Last Modified: 19 Apr 2011 13:52
URI: http://oro.open.ac.uk/id/eprint/28215
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