Prediction via the quantile-copula conditional density estimator

DOI10.1080/03610920903551799MaRDI QIDQ2903796zbMATH OpenOpenAlexFDO

Authors Olivier P. Faugeras

Publication date 2 August 2012

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL http://publications.ut-capitole.fr/15204/1/prediction_via_quantile_copula2modifiedr2.pdf

zbMATH Keywords

conditional density estimationcopulaslevel-setmodal regressionnonparametric predictionquantile transform

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A quantile-copula approach to conditional density estimation
• An introduction to copulas.
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 837911 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• scientific article; zbMATH DE number 3061365 (Why is no real title available?)
• Nonparametric functional data analysis. Theory and practice.
• On Estimation of a Probability Density Function and Mode
• On some global measures of the deviations of density function estimates
• On the asymptotic properties of a simple estimate of the Mode
• Optimum kernel estimators
• Simple estimation of the mode of a multivariate density
• The asymptotic distributions of kernel estimators of the mode
• The oscillation behavior of empirical processes
• The oscillation behavior of empirical processes: The multivariate case

Cited in

(5)

• D-vine copula based quantile regression
• Two-factor saturated designs: cycles, Gini index, and state polytopes
• Prediction by quantization of a conditional distribution
• Numerical method for estimating multivariate conditional distributions
• A quantile-copula approach to conditional density estimation

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