Approximating conditional distribution functions using dimension reduction

Peter Hall and Qiwei Yao

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

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 (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (18)

Published in Annals of Statistics, 2005, 33(3), pp. 1404-1421. ISSN: 0090-5364

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