Approximating conditional density functions using dimension reduction

DOI10.1007/s10255-008-8815-1zbMath1176.62030OpenAlexW2151199625MaRDI QIDQ1036923

Qiwei Yao, Liang Peng, Wenyang Zhang, Jianqing Fan

Publication date: 13 November 2009

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-008-8815-1

zbMATH Keywords

dimension reductionnonparametric regressionlocal linear regressionShannon's entropyconditional density functionKullback-Leibler discrepancy

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

Deep distribution regression, Estimating the conditional density by histogram type estimators and model selection, Filter-type variable selection based on information measures for regression tasks, Non compact estimation of the conditional density from direct or noisy data, Warped bases for conditional density estimation, International market links and volatility transmission

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