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Density Ratios, Empirical Likelihood and Cot Death

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  • B. W. Silverman

Abstract

A method is developed for the estimation of the logarithm of the ratio of two probability density functions. The method has applications in several contexts, notably in data analysis and in the construction of empirical versions of statistical procedures based on likelihood ratios. In this paper, the method is applied to a problem arising from the investigation of the causes of “cot death”.

Suggested Citation

  • B. W. Silverman, 1978. "Density Ratios, Empirical Likelihood and Cot Death," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 27(1), pages 26-33, March.
    • Handle: RePEc:bla:jorssc:v:27:y:1978:i:1:p:26-33
    DOI: 10.2307/2346222
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    Cited by:

    1. Elisa Molanes-López & Ricardo Cao, 2008. "Plug-in bandwidth selector for the kernel relative density estimator," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(2), pages 273-300, June.
    2. Gaëlle Chagny & Claire Lacour, 2015. "Optimal adaptive estimation of the relative density," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(3), pages 605-631, September.
    3. Masashi Sugiyama & Taiji Suzuki & Takafumi Kanamori, 2012. "Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(5), pages 1009-1044, October.

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