Distribution estimation

L. Devroye, L. Györfi (1990) "No empirical measure can converge in the total variation sense for all distribution", Annals of Statistics, 18, pp.1496-1499. PDF

A. R. Barron, L. Györfi, E. C. van der Meulen (1992) "Distribution estimation consistent in total variation and in information divergence" IEEE Trans. Information Theory, 38, pp. 1437-1454 PDF

L. Györfi, F. Liese, I. Vajda, E. C. van der Meulen (1998) "Distribution estimates consistent in chi-divergence", Statistics, 29, pp. 1-27.

L. Györfi, M. Kohler (2007) "Nonparametric estimation of conditional distributions", IEEE Trans. Information Theory, 53, pp. 1872-1879. PDF