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

bias-correctiondensity deconvolutionkernel density estimationnested simulationrepeated measurements

Mathematics Subject Classification ID

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

Recommendations

• Conditional kernel density estimation for some incomplete data models
• scientific article; zbMATH DE number 7083736
• Nonparametric estimation of a conditional density
• Approximation rates of error distribution of double kernel estimates of conditional density
• scientific article; zbMATH DE number 6193522

Cites work

• A Comparison of Higher-Order Bias Kernel Density Estimators
• A note on deconvolution density estimation
• A three-party communication problem
• A Unified View of the IPA, SF, and LR Gradient Estimation Techniques
• Combinatorial methods in density estimation
• Computing the distribution function of a conditional expectation via Monte Carlo: discrete conditioning spaces
• Density Estimation in the Presence of Heteroscedastic Measurement Error
• Density estimation with heteroscedastic error
• Density estimation with replicate heteroscedastic measurements
• Efficient nested simulation for estimating the variance of a conditional expectation
• Efficient risk estimation via nested sequential simulation
• Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
• Estimating the density of a conditional expectation
• scientific article; zbMATH DE number 3862231 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 1022658 (Why is no real title available?)
• Local Polynomial Regression and Simulation–Extrapolation
• Nested simulation in portfolio risk measurement
• Note: On the Interchange of Derivative and Expectation for Likelihood Ratio Derivative Estimators
• On deconvolution with repeated measurements
• Optimal Rates of Convergence for Deconvolving a Density
• Simulation-Extrapolation: The Measurement Error Jackknife

Cited in

(4)

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

Describes a project that uses

Uses Software

• KernSmooth
• bootstrap

This page was built for publication: Estimating the density of a conditional expectation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q262700)