On kernel estimators of density ratio

Sy Mien Chen, Yu Sheng Hsu, Jian Tong Liaw

研究成果: 雜誌貢獻期刊論文同行評審

16 引文 斯高帕斯(Scopus)

摘要

Let f (x) and g(x) denote two probability density functions and g(x) ≠ 0. There are two ways to estimate the density ratio f (x)/g(x). One is to estimate f (x) and g(x) first and then the ratio, the other is to estimate f (x)/g(x) directly. In this paper, we derive asymptotic mean square errors and central limit theorems for both estimators.

原文???core.languages.en_GB???
頁(從 - 到)463-479
頁數17
期刊Statistics
43
發行號5
DOIs
出版狀態已出版 - 10月 2009

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