Estimating density ratio with application to discriminant analysis
- 1 January 1989
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 18 (8) , 3057-3069
- https://doi.org/10.1080/03610928908830077
Abstract
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.Keywords
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