Conditional density estimation using the local Gaussian correlation
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DOI: 10.1007/s11222-017-9732-z
Abstract: Let $$\mathbf {X} = (X_1,\ldots ,X_p)$$X=(X1,…,Xp) be a stochastic vector having joint density function $$f_{\mathbf {X}}(\mathbf {x})$$fX(x) with partitions $$\mathbf {X}_1 = (X_1,\ldots ,X_k)$$X1=(X1,…,Xk) and $$\mathbf {X}_2 = (X_{k+1},\ldots ,X_p)$$X2=(Xk+1,…,Xp). A new method for estimating… read more here.
Keywords: estimation using; density estimation; density; mathbf ldots ... See more keywords