Estimation of Conditional Curves

Michael Falk (), Jürg Hüsler () and Rolf-Dieter Reiss ()
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Michael Falk: University of Würzburg, Institute of Mathematics
Jürg Hüsler: University of Berne, Department of Mathematical Statistics and Actuarial Science
Rolf-Dieter Reiss: University of Siegen, Department of Mathematics

Chapter Chapter 3 in Laws of Small Numbers: Extremes and Rare Events, 2011, pp 103-131 from Springer

Abstract: Abstract In this chapter we will pick up Example 1.3.3 again, and we will show how the Poisson approximation of truncated empirical point processes enables us to reduce conditional statistical problems to unconditional ones. A nearest neighbor alternative to this applications of our functional laws of small numbers is given in Sections 3.5 and 3.6.

Keywords: Regression Quantile; Joint Density; Marginal Density; Optimal Accuracy; Hellinger Distance (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-0348-0009-9_3

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DOI: 10.1007/978-3-0348-0009-9_3

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