Partition-based conditional density estimation
نویسندگان
چکیده
منابع مشابه
Partition-Based Conditional Density Estimation
We propose a general partition-based strategy to estimate conditional density with candidate densities that are piecewise constant with respect to the covariate. Capitalizing on a general penalized maximum likelihood model selection result, we prove, on two specific examples, that the penalty of each model can be chosen roughly proportional to its dimension. We first study a classical strategy ...
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2013
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps/2012017