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A note on consistent estimation of Kullback–Leibler discrepancy in Poisson regression |
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| Authors: | Zbigniew Szkutnik łukasz Grzyb |
| Institution: | AGH University of Science and Technology, Faculty of Applied Mathematics, Al. Mickiewicza 30, 30-059 Kraków, Poland |
| Abstract: | A recent theorem by Hannig and Lee on consistency of their estimator of Kullback–Leibler discrepancy is re-proved under assumptions suitably modified to correct a fault in the original proof. |
| Keywords: | Kullback&ndash Leibler discrepancy Poisson regression Kernel estimator Bandwidth selection |
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