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Relation between existing and proposed MI estimators. If the order of the Edgeworth expansion is regarded as a tuning parameter, model selection of EDGE is expected to be 'Not available'.
| Density estimation | Model selection | Distribution | |
|---|---|---|---|
| KDE | Involved | Available | Free |
| KNN | Not involved | Not available | Free |
| EDGE | Not involved | Not necessary | Nearly normal |
| LSMI | Not involved | Available | Free |
