A multivariate adaptation of direct kernel estimator of density ratio

2023/11/21 by Akifumi Okuno, Okuno, Akifumi
Mathematics · Computer Science · #Statistical Methods and Inference #Bayesian Methods and Mixture Models

paper · pdf · doi:10.48550/arxiv.2311.12380

Abstract

Ćwik and Mielniczuk (1989) introduced a univariate kernel density ratio estimator, which directly estimates the ratio without estimating the two densities of interest. This study presents its straightforward multivariate adaptation.

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