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We introduce a consistent estimator for the homology (an algebraic structure representing connected components and cycles) of level sets of both density and regression functions. Our method is based ...

The Journal of the American Statistical Association (JASA) has long been considered the premier journal of statistical science. Science Citation Index reported JASA was the most highly cited journal ...

Since its proposal as an alternative risk measure to value-at-risk (VaR), expected shortfall (ES) has attracted a great deal of attention in financial risk management, primarily owing to its coherent ...

Gordon Lee et al introduce a data-driven and model-agnostic approach for computing conditional expectations. The new method combines classical techniques with machine learning methods, in particular ...

A kernel density curve may follow the shape of the distribution more closely. To construct a normal kernel density curve, one parameter is required: the bandwidth .The value of determines the degree ...