A quantile-copula approach to conditional density estimation - Statistics > MethodologyReportar como inadecuado




A quantile-copula approach to conditional density estimation - Statistics > Methodology - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

Abstract: We present a new non-parametric estimator of the conditional density of thekernel type. It is based on an efficient transformation of the data by quantiletransform. By use of the copula representation, it turns out to have aremarkable product form. We study its asymptotic properties and compare itsbias and variance to competitors based on nonparametric regression.



Autor: Olivier P. Faugeras LSTA

Fuente: https://arxiv.org/



DESCARGAR PDF




Documentos relacionados