Sayan Mukherjee

M.I.T.

In the Support Vector Method for density estimation a key idea used is the multivariate Kolmogorov-Smirnov Statistic. Some properties of this statistic will be discussed: independece with respect to distribution and scaling as the square root of n for n large enough. Empirical plots of the distribution will be shown. Finally, applying this statistic to density esitmation will be described.

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