Conditional density estimation using the local Gaussian correlation

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Applications of statistics to environmental and related topics (62P12)

Cites Work

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Uniform Convergence in Probability and Stochastic Equicontinuity
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Bias reduction in kernel density estimation by smoothed empirical transformations
Locally parametric nonparametric density estimation
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Probit transformation for nonparametric kernel estimation of the copula density
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Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
A crossvalidation method for estimating conditional densities
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A quantile-copula approach to conditional density estimation
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Theory of statistics
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The locally Gaussian density estimator for multivariate data

Cited In (10)

Explaining predictive models using Shapley values and non-parametric vine copulas
Nonlinear Spectral Analysis: A Local Gaussian Approach
Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation
The Locally Gaussian Partial Correlation
Estimating and Testing Nonlinear Local Dependence Between Two Time Series
Recognizing and visualizing copulas: an approach using local Gaussian approximation
Non compact estimation of the conditional density from direct or noisy data
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Statistical dependence: beyond Pearson's \(\rho\)
Pairwise local Fisher and naive Bayes: improving two standard discriminants

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