Estimation of Fisher information using model selection
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References listed on IDEAS
- Yurinskii, V. V., 1976. "Exponential inequalities for sums of random vectors," Journal of Multivariate Analysis, Elsevier, vol. 6(4), pages 473-499, December.
- Tadeusz Inglot & Teresa Ledwina, 2001. "Intermediate Approach to Comparison of Some Goodness-of-Fit Tests," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(4), pages 810-834, December.
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KeywordsFisher information; Post model selection estimation; Bayes information criterion (BIC); Kernel estimator of a density; Sheather–Jones bandwidth;
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