A quantile-copula approach to conditional density estimation
Journal of Multivariate Analysis
Optimization and Convergence of Observation Channels in Stochastic Control
SIAM Journal on Control and Optimization
| Hi-index | 754.84 |
Estimation of conditional distributions is considered. It is assumed that the conditional distribution is either discrete or that it has a density with respect to the Lebesgue measure. Partitioning estimates of the conditional distribution are constructed and results concerning consistency and rate of convergence of the integrated total variation error of the estimates are presented