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Approximating conditional distribution functions using dimension reduction

Hall, Peter and Yao, Qiwei (2005) Approximating conditional distribution functions using dimension reduction. Annals of statistics, 33 (3). pp. 1404-1421. ISSN 0090-5364

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Item Type: Article
Official URL: http://www.imstat.org/aos
Additional Information: © 2005 Institute of Mathematical Statistics
Uncontrolled 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
Library of Congress subject classification: H Social Sciences > HA Statistics
Sets: Departments > Statistics
Rights: http://www.lse.ac.uk/library/rights/LSERO.htm
URL: http://eprints.lse.ac.uk/16333/

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