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• W2040335964 abstract "Probability density functions are estimated by the method of maximum likelihood in sequences of regular exponential families. This method is also familiar as entropy maximization subject to empirical constraints. The approximating families of log-densities that we consider are polynomials, splines and trigonometric series. Bounds on the relative entropy (Kullback-Leibler distance) between the true density and the estimator are obtained and rates of convergence are established for log-density functions assumed to have square integrable derivatives." @default.
• W2040335964 created "2016-06-24" @default.
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• W2040335964 creator A5058660064 @default.
• W2040335964 date "1991-09-01" @default.
• W2040335964 modified "2023-10-11" @default.
• W2040335964 title "Approximation of Density Functions by Sequences of Exponential Families" @default.
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• W2040335964 doi "https://doi.org/10.1214/aos/1176348252" @default.
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