Inhomogeneous and anisotropic conditional density estimation from dependent data
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Cites work
- A crossvalidation method for estimating conditional densities
- A quantile-copula approach to conditional density estimation
- A simple wavelet approach to nonparametric regression from recursive partitioning schemes
- Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection
- Adaptive density estimation under weak dependence
- Adaptive estimation of the conditional density in presence of censoring
- Adaptive estimation of the transition density of a Markov chain
- Adaptive estimation of the transition density of a regular Markov chain
- Approximation dans les espaces m�triques et th�orie de l'estimation
- Basic properties of strong mixing conditions. A survey and some open questions
- Block threshold rules for curve estimation using kernel and wavelet methods
- CART and best-ortho-basis: a connection
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- Conditional density estimation in a regression setting
- Critères d'ergodicité géométrique ou arithmétique de modèles linéaires pertubés à représentation markovienne
- Estimation de la transition de probabilité d'une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d'ordre 1
- Geometric ergodicity and hybrid Markov chains
- scientific article; zbMATH DE number 1064642 (Why is no real title available?)
- Inequalities for absolutely regular sequences: application to density estimation
- Introduction to strong mixing conditions. Vol. 1.
- Markov chains and stochastic stability
- Multiscale Poisson Intensity and Density Estimation
- Multivariate histograms with data-dependent partitions
- New dependence coefficients. Examples and applications to statistics
- Nonparametric estimation in Markov processes
- Nonparametric Estimation of Conditional Distributions
- Nonparametric recursive estimation in nonlinear ARX-models
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- On Conditional Density Estimation
- On the Markov chain central limit theorem
- Oracle inequality for conditional density estimation and an actuarial example
- Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes)
- Risk bounds for model selection via penalization
- Slope heuristics: overview and implementation
- The multiresolution histogram
- Theory of function spaces. III
- Variance bounding Markov chains
Cited in
(16)- Orthogonal series estimates on strong spatial mixing data
- Minimax bounds for Besov classes in density estimation
- Spectral thresholding for the estimation of Markov chain transition operators
- A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria
- Minimax optimal conditional density estimation under total variation smoothness
- Multivariate intensity estimation via hyperbolic wavelet selection
- Warped bases for conditional density estimation
- Adaptive pointwise estimation of conditional density function
- Estimation of the transition density of a Markov chain
- Adaptive and minimax estimation of the cumulative distribution function given a functional covariate
- A note on the adaptive estimation of a conditional continuous-discrete multivariate density by wavelet methods
- Estimating the conditional density by histogram type estimators and model selection
- Partition-based conditional density estimation
- Density estimation under local differential privacy and Hellinger loss
- Non compact estimation of the conditional density from direct or noisy data
- A new wavelet-based estimation of conditional density via block threshold method
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