Estimating some characteristics of the conditional distribution in nonparametric functional models

DOI10.1007/s11203-004-3561-3zbMath1117.62030OpenAlexW2037272034MaRDI QIDQ995836

Philippe Vieu, Frédéric Ferraty, Ali Laksaci

Publication date: 10 September 2007

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-004-3561-3

zbMATH Keywords

chemometricsconditional quantileGaussian processesdiffusion processesconditional modekernel estimatornonparametric estimationsmall ball probabilityconditional cumulative distributionfunctional random variablederivatives of conditional density

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

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Uses Software

• fda (R)

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