Estimation of regression contour clusters -- an application of the excess mass approach to regression

DOI10.1016/j.jmva.2004.05.001zbMath1066.62047OpenAlexW2086690083MaRDI QIDQ2485989

Zailong Wang, Wolfgang Polonik

Publication date: 5 August 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.05.001

zbMATH Keywords

ConsistencyAsymptotic normalityEmpirical processesBracketing numbersExcess massRegression contour cluster

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Functional limit theorems; invariance principles (60F17)

Related Items

On Statistical Properties of Sets Fulfilling Rolling-Type Conditions, BUSDM – an algorithm for the bottom-up search of departures from a model, Automatic locally adaptive smoothing for tree-based set estimation, Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach, Nonparametric estimation of regression level sets using kernel plug-in estimator, Asymptotic confidence regions for density ridges, Posterior contraction and credible regions for level sets, Multivariate mode hunting: Data analytic tools with measures of significance, Exact asymptotic limit for kernel estimation of regression level sets

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