Exact asymptotic limit for kernel estimation of regression level sets

DOI10.1016/J.SPL.2020.108721MaRDI QIDQ2307402zbMATH OpenOpenAlexFDO

Authors Hai Dang Dau, Thomas Laloë, R. Servien

Publication date 27 March 2020

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2020.108721

zbMATH Keywords

kernel estimationlevel setsasymptotic limit

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 1821399 (Why is no real title available?)
• Asymptotic normality of plug-in level set estimates
• Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions
• Estimating covariate functions associated to multivariate risks: a level set approach
• Estimation of a Convex Density Contour in Two Dimensions
• Estimation of regression contour clusters -- an application of the excess mass approach to regression
• Kernel estimation of density level sets
• Measure theory and fine properties of functions
• Nonparametric Estimation of Regression Level Sets
• Nonparametric estimation of regression level sets using kernel plug-in estimator
• On nonparametric estimation of density level sets
• Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory
• Regression Level Set Estimation Via Cost-Sensitive Classification
• Uniform in bandwidth consistency of kernel-type function estimators

Cited in

(4)

• Asymptotic normality of plug-in level set estimates
• Nonparametric estimation of regression level sets using kernel plug-in estimator
• Optimal subgroup selection
• Confidence sets for a level set in linear regression

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Uses Software

• lsbs

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