Adaptive pointwise estimation of conditional density function

DOI10.1214/14-AIHP665zbMath1342.62090arXiv1312.7402OpenAlexW2221636056MaRDI QIDQ297473

Karine Bertin, Claire Lacour, Vincent Rivoirard

Publication date: 27 June 2016

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.7402

zbMATH Keywords

conditional densityadaptive estimationoracle inequalityanisotropic Hölder spaceskernel rulesminimax ratesprojection estimates

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

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Deconvolution with unknown noise distribution is possible for multivariate signals ⋮ Empirical Bayes Conditional Density Estimation ⋮ Adaptive pointwise estimation of conditional density function ⋮ Minimal penalty for Goldenshluger-Lepski method ⋮ Minimax optimal conditional density estimation under total variation smoothness ⋮ Pointwise adaptive estimation of the marginal density of a weakly dependent process ⋮ Estimating the division kernel of a size-structured population ⋮ Robust importance sampling with adaptive winsorization ⋮ Estimating the conditional density by histogram type estimators and model selection ⋮ Estimator selection: a new method with applications to kernel density estimation ⋮ Non compact estimation of the conditional density from direct or noisy data ⋮ Adaptive and minimax estimation of the cumulative distribution function given a functional covariate ⋮ Unnamed Item ⋮ Explaining predictive models using Shapley values and non-parametric vine copulas ⋮ Optimal adaptive estimation of the relative density ⋮ Explaining individual predictions when features are dependent: more accurate approximations to Shapley values ⋮ Adaptive nonparametric estimation of a component density in a two-class mixture model ⋮ Adaptive estimation of the hazard rate with multiplicative censoring ⋮ Multivariate adaptive warped kernel estimation ⋮ Maximum likelihood method for bandwidth selection in kernel conditional density estimate ⋮ Adaptation to lowest density regions with application to support recovery ⋮ Unnamed Item ⋮ Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model

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