Approximating conditional distribution functions using dimension reduction
From MaRDI portal
Publication:2569246
DOI10.1214/009053604000001282zbMath1072.62008arXivmath/0507432MaRDI QIDQ2569246
Publication date: 18 October 2005
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0507432
prediction; dimension reduction; time series analysis; kernel methods; local linear regression; cross validation; root-\(n\) consistency; leave-one-out method
DB lookup for MSC labels failed