Nonparametric direct density ratio estimation using beta kernel

被引：3
|
作者：
Igarashi, Gaku [1 ]
机构：
[1] Univ Tsukuba, Fac Engn Informat & Syst, Dept Policy & Planning Sci, 1-1-1 Tennodai, Tsukuba, Ibaraki 3058573, Japan
来源：
STATISTICS | 2020年 / 54卷 / 02期
基金：
日本学术振兴会;
关键词：
Nonparametric density ratio estimator; boundary bias problem; beta kernel;
D O I：
10.1080/02331888.2020.1722671
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A new nonparametric density ratio estimator using the beta kernel is proposed. It is shown that the beta kernel density ratio estimator (KDRE) is free of boundary or tail bias, and the asymptotic properties of the beta KDRE are derived. Simulation studies are conducted to illustrate the finite sample performance of the beta KDRE.
引用
收藏
页码：257 / 280
页数：24
相关论文
共 50 条
  • [21] Nonparametric Bayesian online change point detection using kernel density estimation with nonparametric hazard function
    Prabpon, Naruesorn
    Homsud, Kitakorn
    Vatiwutipong, Pat
    [J]. STATISTICS AND COMPUTING, 2024, 34 (02)
  • [22] Nonparametric Bayesian online change point detection using kernel density estimation with nonparametric hazard function
    Naruesorn Prabpon
    Kitakorn Homsud
    Pat Vatiwutipong
    [J]. Statistics and Computing, 2024, 34
  • [23] Nonparametric Volterra Kernel Estimation using Regularization
    Birpoutsoukis, Georgios
    Schoukens, Johan
    [J]. 2015 IEEE INTERNATIONAL INSTRUMENTATION AND MEASUREMENT TECHNOLOGY CONFERENCE (I2MTC), 2015, : 222 - 227
  • [24] NONPARAMETRIC ENTROPY ESTIMATION USING KERNEL DENSITIES
    Lake, Douglas E.
    [J]. METHODS IN ENZYMOLOGY: COMPUTER METHODS, PART B, 2009, 467 : 531 - +
  • [25] Median regression using nonparametric kernel estimation
    Subramanian, S
    [J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2002, 14 (05) : 583 - 605
  • [26] Abnormal Detection in Crowded Scenes via Kernel Based Direct Density Ratio Estimation
    Chen, Yie-Tarng
    Fang, Wen-Hsien
    Lee, Chih-Yuan
    Cheng, Kai-Wen
    [J]. 2015 IEEE CHINA SUMMIT & INTERNATIONAL CONFERENCE ON SIGNAL AND INFORMATION PROCESSING, 2015, : 230 - 234
  • [27] Application of Nonparametric Kernel Density Estimation in Hongkong Stock Market
    Wang, Yuling
    Wang, Jing
    [J]. RECENT TRENDS IN MATERIALS AND MECHANICAL ENGINEERING MATERIALS, MECHATRONICS AND AUTOMATION, PTS 1-3, 2011, 55-57 : 209 - +
  • [28] Probability Density Estimation Based on Nonparametric Local Kernel Regression
    Han, Min
    Liang, Zhi-ping
    [J]. ADVANCES IN NEURAL NETWORKS - ISNN 2010, PT 1, PROCEEDINGS, 2010, 6063 : 465 - 472
  • [29] Salient object extraction based on nonparametric kernel density estimation
    School of Communication and Information Engineering, Shanghai University, China
    不详
    [J]. IET Conf Publ, 533 CP (402-405):
  • [30] Nonparametric estimation of the log odds ratio for sparse data by kernel smoothing
    Chen, Ziqi
    Shi, Ning-Zhong
    Gao, Wei
    [J]. STATISTICS & PROBABILITY LETTERS, 2011, 81 (12) : 1802 - 1807
12345