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Gaussianization Machines for Non-Gaussian Function Estimation Models

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Published in 2019 at "Statistical Science"

DOI: 10.1214/19-sts718

Abstract: A wide range of nonparametric function estimation models have been studied individually in the literature. Among them the homoscedastic nonparametric Gaussian regression is arguably the best known and understood. Inspired by the asymptotic equivalence theory,… read more here.

Keywords: estimation; estimation models; regression; gaussianization machines ... See more keywords