Exact asymptotic limit for kernel estimation of regression level sets
Résumé
The asymptotic behavior of a plug-in kernel estimator of the regression level sets is studied. The exact asymtotic rate in terms of the symmetric difference is derived for a given level. Then, we exhibit the exact asymptotic rate when the level corresponds to a fixed probability and is therefore unknown.
Domaines
Théorie [stat.TH]
Origine : Fichiers produits par l'(les) auteur(s)
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