Warped bases for conditional density estimation
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Publication:2439928
DOI10.3103/S1066530713040017zbMATH Open1418.62132OpenAlexW2024554257MaRDI QIDQ2439928FDOQ2439928
Publication date: 26 March 2014
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530713040017
Recommendations
Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Cites Work
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Cited In (14)
- Adaptive Warped Kernel Estimators
- 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
- 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
- Estimating the conditional density by histogram type estimators and model selection
- A note on the adaptive estimation of a conditional continuous-discrete multivariate density by wavelet methods
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