Warped bases for conditional density estimation
From MaRDI portal
Publication:2439928
Recommendations
Cites work
- scientific article; zbMATH DE number 597684 (Why is no real title available?)
- scientific article; zbMATH DE number 739534 (Why is no real title available?)
- scientific article; zbMATH DE number 758461 (Why is no real title available?)
- A crossvalidation method for estimating conditional densities
- A maxiset approach of a Gaussian noise model
- A quantile-copula approach to conditional density estimation
- 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 particular hidden Markov chain
- Approximating conditional density functions using dimension reduction
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- Bandwidth selection for kernel conditional density estimation.
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- Concentration around the mean for maxima of empirical processes
- Conditional density estimation in a regression setting
- Conditional empirical processes
- Dimension reduction and adaptation in conditional density estimation
- Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
- Fitting Heteroscedastic Regression Models
- Inhomogeneous and anisotropic conditional density estimation from dependent data
- Laws of iterated logarithm and related asymptotics for estimators of conditional density and mode
- Methods for Estimating a Conditional Distribution Function
- Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
- Monotone nonparametric regression with random design
- Nonparametric Conditional Density Estimation Using Piecewise-Linear Solution Path of Kernel Quantile Regression
- Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
- Nonparametric curve estimation. Methods, theory, and applications
- On Conditional Density Estimation
- On almost sure convergence of conditional empirical distribution functions
- Oracle inequality for conditional density estimation and an actuarial example
- PenalizationversusGoldenshluger − Lepski strategies in warped bases regression
- Penalized contrast estimation of density and hazard rate with censored data
- Regression in random design and warped wavelets
- Risk bounds for model selection via penalization
- Slope heuristics: overview and implementation
- Wavelet characterizations for anisotropic Besov spaces
Cited in
(14)- Estimating the conditional density by histogram type estimators and model selection
- Adaptive pointwise estimation of conditional density function
- Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion
- Point-wise estimation for anisotropic densities
- Adaptive warped kernel estimators
- Non compact estimation of the conditional density from direct or noisy data
- Nonparametric estimation of a quantile density function by wavelet methods
- Minimax optimal conditional density estimation under total variation smoothness
- Kernel selection in nonparametric regression
- Warp effects on calculating interval probabilities
- On a projection estimator of the regression function derivative
- Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model
- Anisotropic multivariate deconvolution using projection on the Laguerre basis
- A note on the adaptive estimation of a conditional continuous-discrete multivariate density by wavelet methods
This page was built for publication: Warped bases for conditional density estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2439928)