Conditional minimum volume predictive regions for stochastic processes
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Bibliographic InfoPaper provided by London School of Economics and Political Science in its series Open Access publications from London School of Economics and Political Science with number http://eprints.lse.ac.uk/6311/.
Date of creation: Jun 2000
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Publication status: Published in Journal of the American Statistical Association (2000-06) v.95, p.509-519
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- Di, J. & Kolaczyk, E., 2010. "Complexity-penalized estimation of minimum volume sets for dependent data," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 1910-1926, October.
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- repec:dgr:uvatin:2005068 is not listed on IDEAS
- Liangjun Su & Sainan Jin, 2005. "A Bootstrap Test for Conditional Symmetry," Annals of Economics and Finance, Society for AEF, vol. 6(2), pages 251-261, November.
- Polonik, Wolfgang & Yao, Qiwei, 2002. "Set-Indexed Conditional Empirical and Quantile Processes Based on Dependent Data," Journal of Multivariate Analysis, Elsevier, vol. 80(2), pages 234-255, February.
- Liang, Han-Ying & Peng, Liang, 2010. "Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1043-1054, May.
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