eprintid: 3275
rev_number: 13
eprint_status: archive
userid: 1482
importid: 105
dir: disk0/00/00/32/75
datestamp: 2012-01-18 06:01:03
lastmod: 2018-03-19 15:19:30
status_changed: 2018-03-19 15:19:30
type: monograph
metadata_visibility: no_search
creators_name: Faugeras, Olivier
title: Prediction via the Quantile-Copula Conditional Density Estimator
ispublished: pub
subjects: subjects_ECO
abstract: 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.
date: 2009-12-07
date_type: published
publisher: TSE Working Paper
official_url: http://tse-fr.eu/pub/22247
faculty: tse
divisions: tse
keywords: nonparametric estimation
keywords: modal regressor
keywords: level-set
language: en
has_fulltext: TRUE
view_date_year: 2009
full_text_status: public
monograph_type: working_paper
series: TSE Working Paper
volume: 09-124
place_of_pub: Toulouse
pages: 27
institution: Université Toulouse 1 Capitole
department: Toulouse School of Economics
book_title: TSE Working Paper
oai_identifier: oai:tse-fr.eu:22247
harvester_local_overwrite: oai_set
harvester_local_overwrite: faculty
harvester_local_overwrite: site
harvester_local_overwrite: department
harvester_local_overwrite: pages
harvester_local_overwrite: place_of_pub
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oai_lastmod: 2017-07-06T14:33:27Z
oai_set: tse
oai_set: ut1c
site: ut1
citation:   Faugeras, Olivier  (2009) Prediction via the Quantile-Copula Conditional Density Estimator.  TSE Working Paper, n. 09-124, Toulouse     
document_url: https://publications.ut-capitole.fr/id/eprint/3275/1/wp_etrie_124_2009.pdf