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A crossvalidation method for estimating conditional densities
Jianqing Fan
, Tsz Ho Yim
Research output
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Article
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peer-review
93
Scopus citations
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Dive into the research topics of 'A crossvalidation method for estimating conditional densities'. Together they form a unique fingerprint.
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Keyphrases
At-risk
50%
Bandwidth Selection
100%
Bootstrap Method
50%
Conditional Density
100%
Conditional Density Function
100%
Conditional Distribution Function
50%
Cross-validation Method
100%
Integrated Squared Error
50%
Local Linear Regression
50%
Selection Rules
100%
Simulation Study
50%
Smoothing Parameter
50%
Transition Density
50%
Treasury Bills
50%
Mathematics
Bootstrap Method
50%
Conditional Density Function
100%
Conditional Distribution
50%
Conditionals
100%
Distribution Function
50%
Linear Regression
50%
Method Performs
50%
Selection Rule
100%
Simulation Study
50%
Squared Error
50%
Transition Density
50%
Value at Risk
50%
Engineering
Bootstrap Method
50%
Conditional Density Function
100%
Conditional Distribution
50%
Selection Rule
100%
Simple Approach
50%
Squared Error
50%
Economics, Econometrics and Finance
Government Securities
100%