论文信息 - Estimating density ratio with application to discriminant analysis

Estimating density ratio with application to discriminant analysis

The estimator ĥ for the ratio of densities based on grade transformation is introduced. Under certain conditions the strong uniform consistency of ĥ is proved and its asymptotic law is determined. The result is applied to study the behaviour of divergence curve used in discriminant analysis.

J. Mielniczuk | J. Cwik

[1] J. Kiefer,et al. Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator , 1956 .

[2] E. Nadaraya. On Non-Parametric Estimates of Density Functions and Regression Curves , 1965 .

[3] B. Silverman,et al. Density Ratios, Empirical Likelihood and Cot Death , 1978 .

[4] David J. Hand,et al. Discrimination and Classification , 1982 .

[5] W. Stute. Asymptotic Normality of Nearest Neighbor Regression Function Estimates , 1984 .

[6] B. Arnold. Majorization and the Lorenz Order: A Brief Introduction , 1987 .