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Cross-validation and the estimation of conditional probability densities

Date

Authors

Hall, Peter

Racine, Jeff

Li, Qi

Publisher

American Statistical Association

Abstract

Many practical problems, especially some connected with forecasting, require nonparametric estimation of conditional densities from mixed data. For example, given an explanatory data vector X for a prospective customer, with components that could include

Keywords

Keywords: Bandwidth choice; Binary data; Categorical data; Continuous data; Dimension reduction; Discrete data; Kernel methods; Mixed data: Nonparametric density estimation; Relevant and irrelevant data; Smoothing parameter choice

URI

http://hdl.handle.net/1885/81625

Collections

ANU Research Publications

Source

Journal of the American Statistical Association

Type

Journal article

DOI

10.1198/016214504000000548

Restricted until

2037-12-31

Downloads

File

Description

01_Hall_Cross-validation_and_the_2004.pdf (333.15 KB)