Nonparametric Conditional Density Estimation Using Piecewise-Linear Solution Path of Kernel Quantile Regression
نویسندگان
چکیده
منابع مشابه
Nonparametric Conditional Density Estimation Using Piecewise-Linear Solution Path of Kernel Quantile Regression
The goal of regression analysis is to describe the stochastic relationship between an input vector x and a scalar output y. This can be achieved by estimating the entire conditional density p(y / x). In this letter, we present a new approach for nonparametric conditional density estimation. We develop a piecewise-linear path-following method for kernel-based quantile regression. It enables us t...
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In some applications (e.g., in cosmology and economics), the regression E[Z|x] is not adequate to represent the association between a predictor x and a response Z because of multi-modality and asymmetry of f(z|x); using the full density instead of a singlepoint estimate can then lead to less bias in subsequent analysis. As of now, there are no effective ways of estimating f(z|x) when x represen...
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ژورنال
عنوان ژورنال: Neural Computation
سال: 2009
ISSN: 0899-7667,1530-888X
DOI: 10.1162/neco.2008.10-07-628