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Bias-corrected estimation of the density of a conditional expectation in nested simulation problems - MaRDI portal

Bias-corrected estimation of the density of a conditional expectation in nested simulation problems

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Publication:6584562

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DOI10.1145/3462201zbMATH Open1542.62058MaRDI QIDQ6584562

Jeremy Staum, David Ruppert, Unnamed Author, Daniel W. Apley, Ran Yang

Publication date: 8 August 2024

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

zbMATH Keywords

rate of convergence quadratic programming deconvolution shape constraints Stein's unbiased risk estimation estimating a conditional variance

Mathematics Subject Classification ID

Density estimation (62G07) Quadratic programming (90C20)

Related Items (1)

Smoothness-Penalized Deconvolution (SPeD) of a Density Estimate

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