Nonparametric estimation of a conditional density

DOI10.1007/S10463-015-0535-8MaRDI QIDQ2397051zbMATH OpenOpenAlexFDO

Authors Ann-Kathrin Bott, Michael Kohler

Publication date 29 May 2017

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-015-0535-8

zbMATH Keywords

\(L_1\)-errorconditional density estimationconsistencyrate of convergence

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• A crossvalidation method for estimating conditional densities
• A distribution-free theory of nonparametric regression
• Combinatorial methods in density estimation
• Conditional density estimation in a regression setting
• Consistent nonparametric regression. Discussion
• Estimation of a density in a simulation model
• Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
• scientific article; zbMATH DE number 3870398 (Why is no real title available?)
• scientific article; zbMATH DE number 4001210 (Why is no real title available?)
• scientific article; zbMATH DE number 837911 (Why is no real title available?)
• Nonparametric Estimation of Conditional Distributions
• On Conditional Density Estimation
• On Estimation of a Probability Density Function and Mode
• Remarks on Some Nonparametric Estimates of a Density Function
• Smoothing spline regression estimation based on real and artificial data
• The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates

Cited in

(12)

• Estimation of conditional distribution functions from data with additional errors applied to shape optimization
• Estimating quantiles in imperfect simulation models using conditional density estimation
• Estimation of conditional quantiles from data with additional measurement errors
• A nonparametric comparison of conditional distributions with nonnegligible cure fractions
• Estimating the density of a conditional expectation
• Nonparametric Estimation of Conditional Distributions
• On Conditional Density Estimation
• scientific article; zbMATH DE number 7141566 (Why is no real title available?)
• Nonparametric Density Estimation From Covariate Information
• A Deep Generative Approach to Conditional Sampling
• Minimax rates for conditional density estimation via empirical entropy
• Generative semi-supervised classification

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