On kernel estimators of density ratio

被引：13

作者：

Chen, Sy-Mien ^{[2
]}

Hsu, Yu-Sheng ^{[1
]}

Liaw, Jian-Tong ^{[3
]}

机构：

[1] Natl Cent Univ, Dept Math, Chungli 32054, Taiwan

[2] Fu Jen Catholic Univ, Dept Math, Taipei, Taiwan

[3] Fu Jen Catholic Univ, Grad Inst Appl Sci & Engn, Taipei, Taiwan

来源：

STATISTICS | 2009年 / 43卷 / 05期

关键词：

kernel estimators; density ratio; mean square error; central limit theorem; DISCRIMINANT-ANALYSIS;

D O I：

10.1080/02331880802496399

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：

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.

引用

页码：463 / 479

页数：17

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