Abstract
For F1, F2 being distribution functions such that F2 is absolutely continuous w.r.t. F1 and F1 is continuous, the chi-square divergence between F2 and F1 equal to is considered. Its estimator based on the modified kernel estimate of the grade density g is introduced. Asymptotic normality of is established, asymptotic variance turns out to be larger than for the estimator of χ2 in the case when the i.i.d. sample from g is observable. Finally, choice of smoothing parameter is discussed based on calculation of the asymptotic mean square error for some approximation of χ2.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
