$f$-Divergence Estimation and Two-Sample Homogeneity Test Under Semiparametric Density-Ratio Models
نویسندگان
چکیده
منابع مشابه
f-Divergence Estimation and Two-Sample Homogeneity Test Under Semiparametric Density-Ratio Models
A density ratio is defined by the ratio of two probability densities. We study the inference problem of density ratios and apply a semi-parametric density-ratio estimator to the two-sample homogeneity test. In the proposed test procedure, the f -divergence between two probability densities is estimated using a density-ratio estimator. The f -divergence estimator is then exploited for the two-sa...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2012
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2011.2163380