Autoregressive Conditional Density Estimation

Bruce E. Hansen

doi:10.2307/2527081

Autoregressive Conditional Density Estimation

International Economic Review ◽

10.2307/2527081 ◽

1994 ◽

Vol 35 (3) ◽

pp. 705 ◽

Cited By ~ 846

Author(s):

Bruce E. Hansen

Keyword(s):

Density Estimation ◽

Conditional Density ◽

Conditional Density Estimation

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Conditional Density Estimation, Latent Variable Discovery, and Optimal Transport

Communications on Pure and Applied Mathematics ◽

10.1002/cpa.21972 ◽

2020 ◽

Author(s):

Hongkang Yang ◽

Esteban G. Tabak

Keyword(s):

Density Estimation ◽

Latent Variable ◽

Optimal Transport ◽

Conditional Density ◽

Conditional Density Estimation

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On the conditional density estimation for continuous time processes with values in functional spaces

Statistics & Probability Letters ◽

10.1016/j.spl.2021.109179 ◽

2021 ◽

pp. 109179

Author(s):

Bertrand Maillot ◽

Christophe Chesneau

Keyword(s):

Density Estimation ◽

Continuous Time ◽

Conditional Density ◽

Conditional Density Estimation ◽

Continuous Time Processes

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Conditional density estimation using the local Gaussian correlation

Statistics and Computing ◽

10.1007/s11222-017-9732-z ◽

2017 ◽

Vol 28 (2) ◽

pp. 303-321 ◽

Cited By ~ 2

Author(s):

Håkon Otneim ◽

Dag Tjøstheim

Keyword(s):

Density Estimation ◽

Conditional Density ◽

Conditional Density Estimation

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Conditional Density Estimation with HMM Based Support Vector Machines

Advanced Intelligent Computing Theories and Applications. With Aspects of Artificial Intelligence - Lecture Notes in Computer Science ◽

10.1007/978-3-540-74205-0_128 ◽

2007 ◽

pp. 1245-1254

Author(s):

Fasheng Hu ◽

Zhenqiu Liu ◽

Chunxin Jia ◽

Dechang Chen

Keyword(s):

Support Vector Machines ◽

Density Estimation ◽

Conditional Density ◽

Support Vector ◽

Conditional Density Estimation ◽

Vector Machines

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Conditional density estimation and simulation through optimal transport

Machine Learning ◽

10.1007/s10994-019-05866-3 ◽

2020 ◽

Vol 109 (4) ◽

pp. 665-688

Author(s):

Esteban G. Tabak ◽

Giulio Trigila ◽

Wenjun Zhao

Keyword(s):

Density Estimation ◽

Optimal Transport ◽

Conditional Density ◽

Conditional Density Estimation

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Fast kernel conditional density estimation: A dual-tree Monte Carlo approach

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2010.01.011 ◽

2010 ◽

Vol 54 (7) ◽

pp. 1707-1718 ◽

Cited By ~ 7

Author(s):

Michael P. Holmes ◽

Alexander G. Gray ◽

Charles Lee Isbell

Keyword(s):

Monte Carlo ◽

Density Estimation ◽

Conditional Density ◽

Monte Carlo Approach ◽

Conditional Density Estimation

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Asymptotic normality of conditional density estimation in the single index model for functional time series data

Statistics & Probability Letters ◽

10.1016/j.spl.2012.08.018 ◽

2012 ◽

Vol 82 (12) ◽

pp. 2235-2243 ◽

Cited By ~ 8

Author(s):

Nengxiang Ling ◽

Qian Xu

Keyword(s):

Time Series ◽

Asymptotic Normality ◽

Density Estimation ◽

Time Series Data ◽

Conditional Density ◽

Series Data ◽

Conditional Density Estimation ◽

Index Model ◽

Single Index Model ◽

Functional Time Series

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Conditional density estimation in measurement error problems

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2014.08.011 ◽

2015 ◽

Vol 133 ◽

pp. 38-50 ◽

Cited By ~ 1

Author(s):

Xiao-Feng Wang ◽

Deping Ye

Keyword(s):

Measurement Error ◽

Density Estimation ◽

Conditional Density ◽

Conditional Density Estimation

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Neural networks for probabilistic environmental prediction: Conditional Density Estimation Network Creation and Evaluation (CaDENCE) in R

Computers & Geosciences ◽

10.1016/j.cageo.2011.08.023 ◽

2012 ◽

Vol 41 ◽

pp. 126-135 ◽

Cited By ~ 17

Author(s):

Alex J. Cannon

Keyword(s):

Neural Networks ◽

Density Estimation ◽

Conditional Density ◽

Conditional Density Estimation ◽

Environmental Prediction

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Model-based policy gradients with parameter-based exploration by least-squares conditional density estimation

Neural Networks ◽

10.1016/j.neunet.2014.06.006 ◽

2014 ◽

Vol 57 ◽

pp. 128-140 ◽

Cited By ~ 8

Author(s):

Voot Tangkaratt ◽

Syogo Mori ◽

Tingting Zhao ◽

Jun Morimoto ◽

Masashi Sugiyama

Keyword(s):

Least Squares ◽

Density Estimation ◽

Conditional Density ◽

Conditional Density Estimation ◽

Model Based

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