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Exact asymptotic limit for kernel estimation of regression level sets

Abstract : 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.
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https://hal.archives-ouvertes.fr/hal-02073071
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Submitted on : Monday, February 10, 2020 - 4:25:28 PM
Last modification on : Friday, June 4, 2021 - 2:40:20 PM
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Dau Dang, Thomas Laloë, Rémi Servien. Exact asymptotic limit for kernel estimation of regression level sets. Statistics and Probability Letters, Elsevier, 2020, 161 (108721), ⟨10.1016/j.spl.2020.108721⟩. ⟨hal-02073071v2⟩

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