Conditional density estimation in a regression setting

DOI10.1214/009053607000000253zbMath1129.62025arXiv0803.2984OpenAlexW2143190485MaRDI QIDQ2473073

Sam Efromovich

Publication date: 26 February 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.2984

zbMATH Keywords

lower boundadaptationparametricMISEoracle inequalitywaste water treatmentanisotropic classanalytic and Sobolev densitiesfinite and infinite supportfixed and random designs

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Minimax procedures in statistical decision theory (62C20)

Related Items (27)

A new parametric method of estimating the joint probability density ⋮ Empirical Bayes Conditional Density Estimation ⋮ Adaptive pointwise estimation of conditional density function ⋮ Efficient nonparametric estimation of distribution for current status censoring ⋮ A quantile-copula approach to conditional density estimation ⋮ Smooth conditional distribution estimators using Bernstein polynomials ⋮ Minimax optimal conditional density estimation under total variation smoothness ⋮ Nonparametric estimation of a conditional density ⋮ On the single-index model estimate of the conditional density function: consistency and implementation ⋮ Smoothed kernel conditional density estimation ⋮ Uniform consistency in nonparametric mixture models ⋮ Estimating the conditional density by histogram type estimators and model selection ⋮ Minimax rates for conditional density estimation via empirical entropy ⋮ ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES ⋮ Non compact estimation of the conditional density from direct or noisy data ⋮ Oracle inequality for conditional density estimation and an actuarial example ⋮ Rate-optimal nonparametric estimation for random coefficient regression models ⋮ Inhomogeneous and anisotropic conditional density estimation from dependent data ⋮ Warped bases for conditional density estimation ⋮ Conditional density estimation in measurement error problems ⋮ Bayesian modeling of joint and conditional distributions ⋮ Unnamed Item ⋮ Estimating quantiles in imperfect simulation models using conditional density estimation ⋮ Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén ⋮ Bayesian mixture modeling for multivariate conditional distributions ⋮ Bernstein conditional density estimation with application to conditional distribution and regression functions ⋮ Statistical analysis of Mapper for stochastic and multivariate filters

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