About the Asymptotic Accuracy of Barron Density Estimates

—By extending the information-theoretic arguments of previous papers dealing with the Barron-type density estimates, and their consistency in information divergence and chi-square divergence, the problem of consistency in Csisz´ar’s -divergence is motivated for general convex functions . The problem of consistency in -divergence is solved for all  with (0) < 1and

• Type: Journal
• Year: 1998
• Where: TIT
• Authors: Alain Berlinet, Igor Vajda, Edward C. van der Meulen
• Keywords: Consistency, General Convex Functions, Information-theoretic Arguments, TIT 1998