A crossvalidation method for estimating conditional densities

Biometrika

Volumn 91, Issue 4, 2004, Pages 819-834

  Fan, Jianqing ^a   Yim, Tsz Ho ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Bandwidth selection; Bootstrap; Conditional density function; Crossvalidation; Diffusion process; Financial application; Transition density

Indexed keywords

EID: 25844522818     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/91.4.819     Document Type: Article

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