2 papers
stat.ME2023
Flexible conditional density estimation for time series
Gustavo Grivol, Rafael Izbicki, Alex A. Okuno +1
This paper introduces FlexCodeTS, a new conditional density estimator for time series. FlexCodeTS is a flexible nonparametric conditional density estimator, which can be based on a…
stat.ME2021
OCDE: Odds Conditional Density Estimator
Alex Akira Okuno, Felipe Maia Polo
Conditional density estimation (CDE) models can be useful for many statistical applications, especially because the full conditional density is estimated instead of traditional reg…