A kernel-based parametric method for conditional density estimation
From MaRDI portal
Publication:614083
DOI10.1016/j.patcog.2010.08.027zbMath1214.62020OpenAlexW1991681888MaRDI QIDQ614083
Frank Y. Shih, Haimin Wang, Gang Fu
Publication date: 23 December 2010
Published in: Pattern Recognition (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.patcog.2010.08.027
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
A new parametric method of estimating the joint probability density ⋮ A new parametric method of estimating the joint probability density: revisited ⋮ Multivariate online kernel density estimation with Gaussian kernels ⋮ Bernstein conditional density estimation with application to conditional distribution and regression functions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Comparison of presmoothing methods in kernel density estimation under censoring
- Variable bandwidth and local linear regression smoothers
- Local linear regression smoothers and their minimax efficiencies
- A Theory of the Term Structure of Interest Rates
- A crossvalidation method for estimating conditional densities
- Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
- Design-adaptive Nonparametric Regression
- Methods for Estimating a Conditional Distribution Function
- Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
- On Non-Parametric Estimates of Density Functions and Regression Curves
- Bandwidth selection for kernel conditional density estimation.
This page was built for publication: A kernel-based parametric method for conditional density estimation
