Nonparametric estimation of multivariate scale mixtures of uniform densities

Marios G. Pavlides, Jon A. Wellner

Suppose that $\m{U} = (U_1, \ldots , U_d) $ has a Uniform$([0,1{]}^d)$ distribution, that $\m{Y} = (Y_1 , \ldots , Y_d) $ has the distribution $G$ on $\RR_+^d$, and let $\m{X} = (X_1…