Prediction via the Quantile-Copula Conditional Density Estimator

DOI10.1080/03610920903551799zbMath1244.62051OpenAlexW2153790774MaRDI QIDQ2903796

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

copulasmodal regressionlevel-setconditional density estimationquantile transformnonparametric prediction

Mathematics Subject Classification ID

Related Items (1)

Two-factor saturated designs: cycles, Gini index, and state polytopes

Cites Work

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• The oscillation behavior of empirical processes: The multivariate case
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• Optimum kernel estimators
• The oscillation behavior of empirical processes
• On some global measures of the deviations of density function estimates
• Nonparametric functional data analysis. Theory and practice.
• The asymptotic distributions of kernel estimators of the mode
• On the asymptotic properties of a simple estimate of the Mode
• Simple estimation of the mode of a multivariate density
• On Estimation of a Probability Density Function and Mode

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