Estimating covariate functions associated to multivariate risks: a level set approach

DOI10.1007/s00184-014-0498-4zbMath1329.62184OpenAlexW2056238032MaRDI QIDQ2352397

Rémi Servien, Elena Di Bernardino, Thomas Laloë

Publication date: 1 July 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-014-0498-4

zbMATH Keywords

regression functionplug-in estimationmultidimensional distribution function

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12)

Related Items (3)

Depth level set estimation and associated risk measures ⋮ Multivariate adaptive warped kernel estimation ⋮ Exact asymptotic limit for kernel estimation of regression level sets

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