Approximating conditional distribution functions using dimension reduction
| Year of publication: |
2005
|
|---|---|
| Authors: | Hall, Peter ; Yao, Qiwei |
| Institutions: | London School of Economics (LSE) |
| Subject: | Conditional distribution | cross-validation | dimension reduction | kernel methods | leave-one-out method | local linear regression | nonparametric regression | prediction | root-n consistency | time series analysis |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Annals of Statistics, 2005, 33(3), pp. 1404-1421. ISSN: 0090-5364 |
| Classification: | C1 - Econometric and Statistical Methods: General |
| Source: |
Persistent link: https://www.econbiz.de/10010928648