Non compact estimation of the conditional density from direct or noisy data
From MaRDI portal
Publication:6187889
DOI10.1214/22-aihp1291OpenAlexW4285469191MaRDI QIDQ6187889
No author found.
Publication date: 16 January 2024
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/22-aihp1291
noisy datadeconvolutionconditional densityanisotropic Sobolev spacesnonparametric estimationLaguerre basisHermite basis
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric estimation (62G05)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptive pointwise estimation of conditional density function
- On the stability and accuracy of least squares approximations
- On adaptive minimax density estimation on \(\mathbb R^d\)
- Adaptive density estimation in deconvolution problems with unknown error distribution
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- User-friendly tail bounds for sums of random matrices
- Adaptive density estimation: A curse of support?
- Regression function estimation as a partly inverse problem
- Norm estimates for \((C,\delta)\) means of Hermite expansions and bounds for \(\delta_{eff}\)
- Oracle inequality for conditional density estimation and an actuarial example
- Deconvolution problems in nonparametric statistics
- Estimating some characteristics of the conditional distribution in nonparametric functional models
- Approximating conditional density functions using dimension reduction
- Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
- Laguerre and Hermite bases for inverse problems
- Conditional density estimation using the local Gaussian correlation
- Laguerre deconvolution with unknown matrix operator
- Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\)
- On minimax density estimation on \(\mathbb R\)
- Concentration around the mean for maxima of empirical processes
- Anisotropic adaptive kernel deconvolution
- Inhomogeneous and anisotropic conditional density estimation from dependent data
- Anisotropic multivariate deconvolution using projection on the Laguerre basis
- Converting high-dimensional regression to high-dimensional conditional density estimation
- Warped bases for conditional density estimation
- Fast kernel conditional density estimation: a dual-tree Monte Carlo approach
- Conditional density estimation in a regression setting
- A crossvalidation method for estimating conditional densities
- Nonparametric Estimation of Conditional Distributions
- Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
- On Conditional Density Estimation
- Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
- Mean Convergence of Expansions in Laguerre and Hermite Series
- Estimating the conditional density by histogram type estimators and model selection
- Adaptive Deconvolution on the Non‐negative Real Line
- Laplace Deconvolution on the Basis of Time Domain Data and its Application to Dynamic Contrast-Enhanced Imaging
- Partition-based conditional density estimation
- Introduction to nonparametric estimation
- Estimating the conditional mode of a stationary stochastic process from noisy observations
This page was built for publication: Non compact estimation of the conditional density from direct or noisy data