Nonparametric Estimation of Conditional Expectation with Auxiliary Information and Dimension Reduction
利用辅助信息与降维的条件期望非参数估计
Nonparametric estimation of the conditional expectation E(Y|U) of an outcome Y given a covariate vector U is of primary importance in many statistical applications such as prediction and personalized medicine. In some problems, there is an additional auxiliary variable Z in the training dataset used to construct estimators, but Z is not available for future prediction or selecting patient treatment in personalized medicine. For example, in the training dataset longitudinal…