Risk Bounds for Mixture Density Estimation
In this paper we focus on the problem of estimating a boundeddensity using a finite combination of densities from a givenclass. We consider the Maximum Likelihood Procedure (MLE) and the greedy procedure described by Li and Barron. Approximation and estimation bounds are given for the above methods....
| Main Authors: | , , |
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| Language: | en_US |
| Published: |
2005
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| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/30443 |