Oracle inequality for conditional density estimation and an actuarial example

Annals of the Institute of Statistical Mathematics

Volumn 62, Issue 2, 2010, Pages 249-275

  Efromovich, Sam ^a  

^a UNIVERSITY OF TEXAS AT DALLAS   (United States)

Author keywords

Dimension reduction; Fixed and random design; MISE; Nonparametric regression

Indexed keywords

ASYMPTOTICALLY OPTIMAL; BIVARIATE FUNCTIONS; COLLEGE STUDENTS; CONDITIONAL DENSITY; CREDIT SCORING; DATA-DRIVEN; DENSITY ESTIMATION; DIMENSION REDUCTION; MINIMAX; NON-PARAMETRIC; NON-PARAMETRIC REGRESSION; PARAMETRIC REGRESSION; UNIVARIATE;

MOBILE TELECOMMUNICATION SYSTEMS; REGRESSION ANALYSIS; STUDENTS;

ESTIMATION;

EID: 77950689039     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-008-0185-1     Document Type: Article

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