# On Estimating $L_2^2$ Divergence

30 Oct 2014Akshay KrishnamurthyKirthevasan KandasamyBarnabas PoczosLarry Wasserman

We give a comprehensive theoretical characterization of a nonparametric estimator for the $L_2^2$ divergence between two continuous distributions. We first bound the rate of convergence of our estimator, showing that it is $\sqrt{n}$-consistent provided the densities are sufficiently smooth... (read more)

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