Approximating conditional distribution functions using dimension reduction

Annals of Statistics

Volumn 33, Issue 3, 2005, Pages 1404-1421

  Hall, Peter ^a   Yao, Qiwei ^b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Conditional distribution; Cross validation; Dimension reduction; Kernel methods; Leave one out method; Local linear regression; Nonparametric regression; Prediction; Root n consistency; Time series analysis

Indexed keywords

EID: 23744468033     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053604000001282     Document Type: Article

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