Dimension reduction and adaptation in conditional density estimation

DOI10.1198/JASA.2010.TM09426MaRDI QIDQ5255307zbMATH OpenOpenAlexFDO

Authors Sam Efromovich

Publication date 15 June 2015

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/jasa.2010.tm09426

zbMATH Keywords

continuous datashrinkageminimaxnonparametricprojectioncategorical datasmall sample

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20)

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Cited in

(19)

• A dimension reduction approach for conditional Kaplan-Meier estimators
• Adaptive recursive kernel conditional density estimators under censoring data
• Approximating conditional density functions using dimension reduction
• Estimating the conditional density by histogram type estimators and model selection
• Empirical Bayes conditional density estimation
• Optimal plug-in estimators for multivariate distributions with conditionally independent components
• Analysis of the time-varying Cox model for the cause-specific hazard functions with missing causes
• Converting high-dimensional regression to high-dimensional conditional density estimation
• Oracle inequality for conditional density estimation and an actuarial example
• Emulation of stochastic simulators using generalized lambda models
• Smooth conditional distribution estimators using Bernstein polynomials
• Conditional density estimation with dimensionality reduction via squared-loss conditional entropy minimization
• Minimax optimal conditional density estimation under total variation smoothness
• Projection pursuit estimator for multivariate conditional densities
• Bernstein conditional density estimation with application to conditional distribution and regression functions
• Nonparametric estimation of the anisotropic probability density of mixed variables
• Warped bases for conditional density estimation
• Approximating conditional distribution functions using dimension reduction
• Conditional density estimation in a regression setting

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