A note on the adaptive estimation of a conditional continuous-discrete multivariate density by wavelet methods
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Summary: We investigate the estimation of a multivariate continuous-discrete conditional density. We develop an adaptive estimator based on wavelet methods. We prove its good theoretical performance by determining sharp rates of convergence under the \(\mathbb L_p\) risk with \(p \geq 1\) for a wide class of unknown conditional densities. A simulation study illustrates the good practical performance of our estimator.
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(10)- Nonparametric estimation of a two dimensional continuous-discrete density function by wavelets
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