Converting high-dimensional regression to high-dimensional conditional density estimation

DOI10.1214/17-EJS1302zbMath1366.62078arXiv1704.08095MaRDI QIDQ2362688

Rafael Izbicki, Ann B. Lee

Publication date: 11 July 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.08095

zbMATH Keywords

conditional densityhigh-dimensional dataprediction intervalsnonparametric inferencefunctional conditional density estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric tolerance and confidence regions (62G15)

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