Two generalized nonparametric methods for estimating like densities

Abstract

The first generalization contains the Nadaraya–Watson estimator, the Jones et al. (Biometrika 82(2):327–338, 1995) bias reduction estimator, and Ker (Stat Probab Lett 117:23–30, 2016) possibly similar estimator as special cases. The second generalization contains the Nadaraya–Watson estimator, Ker(2016) possibly similar estimator, and the conditional density estimator of Hall et al. (J Am Stat Assoc 99(468):1015–1026, 2004) as special cases. The generalizations do not require knowledge of the form or extent of likeness between the unknown densities; an attractive feature in empirical applications.

Publication
Computational Statistics
Max Shang
Max Shang
Research Associate

Research Associate, University of Guelph (Ridgetown Campus)

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