Approximating conditional distribution functions using dimension reduction

DOI10.1214/009053604000001282zbMath1072.62008arXivmath/0507432OpenAlexW3101547830MaRDI QIDQ2569246

Qiwei Yao, Hall, Peter

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

zbMATH Keywords

predictiondimension reductiontime series analysiskernel methodslocal linear regressioncross validationroot-\(n\) consistencyleave-one-out method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Approximations to statistical distributions (nonasymptotic) (62E17)

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