On kernel estimators of density ratio
Sy‐Mien Chen, Yu-Sheng Hsu, Jian-Tong Liaw · Statistics · 2009
Let f(x) and g(x) denote two probability density functions and g(x)≠0. There are two ways to estimate the density ratio f(x)/g(x). One is to estimate f(x) and g(x) first and then the ratio, the other is to estimate f(x)/g(x) directly. In this paper, we derive asymptotic mean square errors and central limit theorems for both estimators.