Györfi, László; Walk, Harro - In: Statistics & Probability Letters 82 (2012) 11, pp. 1923-1929
Consider the regression problem with a response variable Y and with a d-dimensional feature vector X. For the regression function m(x)=E{Y|X=x}, this paper investigates methods for estimating the density of the residual Y−m(X) from independent and identically distributed data. For...