Estimating the density of a conditional expectation

DOI10.1214/16-EJS1121MaRDI QIDQ262700zbMATH OpenFDO

Authors Samuel G. Steckley, Shane G. Henderson, David Ruppert, Ran Yang, Daniel W. Apley, Jeremy Staum

Publication date 30 March 2016

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1458655725

zbMATH Keywords

kernel density estimationrepeated measurementsbias-correctiondensity deconvolutionnested simulation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

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Cited in

(4)

• Estimating the density of a conditional expectation
• Inferring the conditional mean
• Uncertainty quantification of stochastic simulation for black-box computer experiments
• scientific article; zbMATH DE number 3958436 (Why is no real title available?)

Describes a project that uses

Uses Software

• bootstrap
• KernSmooth

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