Conditional density estimation using the local Gaussian correlation
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Cites work
- scientific article; zbMATH DE number 469135 (Why is no real title available?)
- scientific article; zbMATH DE number 2135362 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- A crossvalidation method for estimating conditional densities
- A quantile-copula approach to conditional density estimation
- An introduction to copulas.
- Applied multivariate statistical analysis.
- Bandwidth selection for kernel conditional density estimation.
- Bias reduction in kernel density estimation by smoothed empirical transformations
- Conditional transformation models
- Copula-Based Regression Estimation and Inference
- Empirical and sequential empirical copula processes under serial dependence
- Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
- Large-sample inference for log-spline models
- Likelihood methods in statistics
- Local Gaussian Autocorrelation and Tests for Serial Independence
- Local Gaussian correlation: a new measure of dependence
- Locally parametric nonparametric density estimation
- Multivariate plug-in bandwidth selection
- Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
- On Estimation of a Probability Density Function and Mode
- On Kullback-Leibler loss and density estimation
- On consistency in nonparametric estimation under mixing conditions.
- On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient
- Polynomial splines and their tensor products in extended linear modeling. (With discussions)
- Probit transformation for nonparametric kernel estimation of the copula density
- Remarks on Some Nonparametric Estimates of a Density Function
- Some comments on copula-based regression
- Some properties of local Gaussian correlation and other nonlinear dependence measures
- The locally Gaussian density estimator for multivariate data
- Theory of statistics
- Time series: Theory and methods
- Transformations in Density Estimation
- Uniform Convergence in Probability and Stochastic Equicontinuity
Cited in
(15)- 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
- Bounds in Wasserstein distance for locally stationary functional time series
- Non compact estimation of the conditional density from direct or noisy data
- scientific article; zbMATH DE number 5663680 (Why is no real title available?)
- On the Multivariate Conditional Probability Density of a Vector Perturbed by Gaussian Noise
- Projection pursuit estimator for multivariate conditional densities
- Statistical modeling using local Gaussian approximation
- Statistical dependence: beyond Pearson's
- Pairwise local Fisher and naive Bayes: improving two standard discriminants
- The locally Gaussian density estimator for multivariate data
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