Let (Ω, F, P) be a probability space, and let X be a random variable defined on (Ω, F, P). If A is a sub σ-field of F, then E(X ∣ A) is the a.s. unique A measurable function such that, for all A ε A, ...
As acronyms go, GMM-DCKE – Gaussian mixture model dynamically controlled kernel estimation – is a bit of a mouthful. Its proponents, though, consider it to be the simplest expression of conditional ...
This paper characterizes the bandwidth value (h) that is optimal for estimating parameters of the form $\eta = E[\omega /f_{V|\mathbb{U}} (V|\mathbb{U})]$ , where the conditional density of a scalar ...