Adaptive and minimax estimation of the cumulative distribution function given a functional covariate
نویسندگان
چکیده
منابع مشابه
Adaptive and minimax estimation of the cumulative distribution function given a functional covariate
We consider the nonparametric kernel estimation of the conditional cumulative distribution function given a functional covariate. Given the bias-variance trade-off of the risk, we first propose a totally data-driven bandwidth selection device in the spirit of the recent Goldenshluger-Lepski method and of model selection tools. The resulting estimator is shown to be adaptive and minimax optimal:...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2014
ISSN: 1935-7524
DOI: 10.1214/14-ejs956