Approximating conditional density functions using dimension reduction

DOI10.1007/s10255-008-8815-1zbMath1176.62030MaRDI QIDQ1036923

Liang Peng, Qiwei Yao, Wenyang Zhang, Jianqing Fan

Publication date: 13 November 2009

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-008-8815-1

zbMATH Keywords

dimension reduction; nonparametric regression; local linear regression; Shannon's entropy; conditional density function; Kullback-Leibler discrepancy

Mathematics Subject Classification ID

62G07: Density estimation

62H12: Estimation in multivariate analysis

62G20: Asymptotic properties of nonparametric inference

62E17: Approximations to statistical distributions (nonasymptotic)

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