%S TSE Working Paper
%A Olivier Faugeras
%T Prediction via the Quantile-Copula Conditional Density Estimator
%X To make a prediction of a response variable from an explanatory one which takes into account features such as multimodality, a nonparametric approach based on an estimate of the conditional
density is advocated and considered. In particular, we build point and interval predictors based on the quantile-copula estimator of the conditional density by Faugeras [8]. The consistency of these
predictors is proved through a uniform consistency result of the conditional density estimator. Eventually, the practical implementation of these predictors is discussed. A simulation on a real data set illustrates the proposed methods.
%K nonparametric estimation
%K modal regressor
%K level-set
%B TSE Working Paper
%V 09-124
%D 2009
%C Toulouse
%I TSE Working Paper
%L publications3275