Inhomogeneous and anisotropic conditional density estimation from dependent data
type: Item
instance of: scholarly article
title: Inhomogeneous and anisotropic conditional density estimation from dependent data
zbMATH Open document ID: 1271.62060
DOI: 10.1214/11-EJS653
author: Nathalie Akakpo
author: Claire Lacour
published in: Electronic Journal of Statistics
publication date: 2013-05-28T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1323267565
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62M09
zbMATH DE Number: 6166868
zbMATH Keywords: conditional density
zbMATH Keywords: model selection
zbMATH Keywords: anisotropy
zbMATH Keywords: dependent data
zbMATH Keywords: adaptive estimation
describes a project that uses: CAPUSHE
MaRDI profile type: Publication
cites work: Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection
cites work: Critères d'ergodicité géométrique ou arithmétique de modèles linéaires pertubés à représentation markovienne
cites work: Risk bounds for model selection via penalization
cites work: Q3580846
cites work: Approximation dans les espaces m�triques et th�orie de l'estimation
cites work: Q4355974
cites work: Slope heuristics: overview and implementation
cites work: Nonparametric statistics for stochastic processes. Estimation and prediction.
cites work: Basic properties of strong mixing conditions. A survey and some open questions
cites work: Q5293978
cites work: Adaptive estimation of the transition density of a regular Markov chain
cites work: Estimation de la transition de probabilité d'une chaîne de Markov Doeblin-recurrente. Étude du cas du processus autoregressif général d'ordre 1
cites work: On Conditional Density Estimation
cites work: CART and best-ortho-basis: a connection
cites work: New dependence coefficients. Examples and applications to statistics
cites work: Nonparametric recursive estimation in nonlinear ARX-models
cites work: Conditional density estimation in a regression setting
cites work: Oracle inequality for conditional density estimation and an actuarial example
cites work: A simple wavelet approach to nonparametric regression from recursive partitioning schemes
cites work: The multiresolution histogram
cites work: A quantile-copula approach to conditional density estimation
cites work: A crossvalidation method for estimating conditional densities
cites work: Nonparametric Estimation of Conditional Distributions
cites work: Adaptive density estimation under weak dependence
cites work: Block threshold rules for curve estimation using kernel and wavelet methods
cites work: On the Markov chain central limit theorem
cites work: Q3600727
cites work: Adaptive estimation of the transition density of a Markov chain
cites work: Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
cites work: Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes)
cites work: Markov chains and stochastic stability
cites work: Nonparametric estimation in Markov processes
cites work: Geometric ergodicity and hybrid Markov chains
cites work: Variance bounding Markov chains
cites work: Q5481429
cites work: Inequalities for absolutely regular sequences: application to density estimation
cites work: Multiscale Poisson Intensity and Density Estimation
description: scientific article; zbMATH DE number 6166868