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.
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页码：463 / 479
页数：17
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