Nonparametric Conditional Density Estimation in a High-Dimensional Regression Setting

Abstract

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… (More)

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