# Statistical Analysis from the Fourier Integral Theorem

@article{Ho2021StatisticalAF, title={Statistical Analysis from the Fourier Integral Theorem}, author={Nhat Ho and Stephen G. Walker}, journal={ArXiv}, year={2021}, volume={abs/2106.06608} }

Taking the Fourier integral theorem as our starting point, in this paper we focus on natural Monte Carlo and fully nonparametric estimators of multivariate distributions and conditional distribution functions. We do this without the need for any estimated covariance matrix or dependence structure between variables. These aspects arise immediately from the integral theorem. Being able to model multivariate data sets using conditional distribution functions we can study a number of problems, such…

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