Oracle inequality for conditional density estimation and an actuarial example

DOI10.1007/s10463-008-0185-1zbMath1440.62118OpenAlexW2079682766MaRDI QIDQ904089

Sam Efromovich

Publication date: 15 January 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-008-0185-1

zbMATH Keywords

dimension reductionnonparametric regressionMISEfixed and random design

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (6)

Empirical Bayes Conditional Density Estimation ⋮ Adaptive pointwise estimation of conditional density function ⋮ Non compact estimation of the conditional density from direct or noisy data ⋮ Inhomogeneous and anisotropic conditional density estimation from dependent data ⋮ Warped bases for conditional density estimation ⋮ Optimal plug-in estimators for multivariate distributions with conditionally independent components

Cites Work

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• Conditional density estimation in a regression setting
• Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation
• Nonparametric Estimation of a Density of Unknown Smoothness
• Design-adaptive Nonparametric Regression

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