A quantile-copula approach to conditional density estimation

Journal of Multivariate Analysis

Volumn 100, Issue 9, 2009, Pages 2083-2099

  Faugeras, Olivier P ^a  

^a SORBONNE UNIVERSITÉ   (France)

Author keywords

Conditional density; Copula; Kernel estimation; Nonparametric regression; Quantile transform

Indexed keywords

EID: 68949198874     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2009.03.006     Document Type: Article

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