We consider the problem of estimating filamentary structure from <italic>d</italic>-dimensional point process data. We make some connections with computational geometry and develop nonparametric methods for estimating the filaments. We show that, under weak conditions, the filaments have a simple geometric...

This article introduces a new approach to prediction by bringing together two different nonparametric ideas: distribution-free inference and nonparametric smoothing. Specifically, we consider the problem of constructing nonparametric tolerance/prediction sets. We start from the general conformal...