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Divergence Estimation for Multidimensional Densities Via -Nearest-Neighbor Distances

โœ Scribed by Qing Wang; Kulkarni, S.R.; Verdu, S.


Book ID
114641635
Publisher
IEEE
Year
2009
Tongue
English
Weight
815 KB
Volume
55
Category
Article
ISSN
0018-9448

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We consider estimation of a multivariate probability density function \(f(x)\) by kernel type nearest neighbor ( \(\mathrm{nn})\) estimators \(g_{n}(x)\). The development of \(\mathrm{nn}\) density estimation theory has had a rich history since Loftsgaarden and Quesenberry proposed the idea in 1965