On the density of nonlinear statistics

2021/05/18 by Nguyễn Tiến Dũng, Dung, Nguyen Tien
Decision Sciences · Computer Science · Mathematics · #Probability and Risk Models #Bayesian Methods and Mixture Models #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.2105.08700

Abstract

In this note, we revisit a classical problem related to the density of nonlinear statistics. We obtain a new representation of densities and, for the first time, a necessary and sufficient condition for the existence of densities is provided.

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