Nonparametric Estimation of Conditional Expectation with Auxiliary Information and Dimension Reduction

DOI10.1080/01621459.2020.1713793zbMath1510.62160arXiv1805.03353MaRDI QIDQ6040694

Jun Shao, Bingying Xie

Publication date: 22 May 2023

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

Full work available at URL: https://arxiv.org/abs/1805.03353

zbMATH Keywords

kernel estimation; convergence rate; auxiliary information; sufficient dimension reduction; two-step regression

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62P10: Applications of statistics to biology and medical sciences; meta analysis

62G05: Nonparametric estimation