A crossvalidation method for estimating conditional densities
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Publication:3159860
DOI10.1093/biomet/91.4.819zbMath1078.62032OpenAlexW2005453967MaRDI QIDQ3159860
Publication date: 16 February 2005
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/f78989af4bef999aaf96f1c6bcc43f79e2885208
Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05)
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