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A crossvalidation method for estimating conditional densities |
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| Authors: | Fan, Jianqing Yim, Tsz Ho |
| Affiliation: | Department of Statistics, Chinese University of Hong Kong, Shatin, Hong Kong jfan{at}sta.cuhk.edu.hk, th_yim{at}sparc20c.sta.cuhk.edu.hk |
| Abstract: | |
| Keywords: | Bandwidth selection Bootstrap Conditional density function Crossvalidation Diffusion process Financial application Transition density |
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