Youndjé, Élie; Sarda, Pascal; Vieu, Philippe Kernel estimate of conditional density: Bandwidth selection for dependent data. (Estimateur à noyau d’une densité conditionelle: Choix de la fenêtre pour des observations dépendantes.) (English) Zbl 0774.62041 C. R. Acad. Sci., Paris, Sér. I 316, No. 9, 935-938 (1993). Summary: The kernel estimate of conditional density is built from strongly dependent data. A method founded on cross validation is proposed in order to select the bandwidth. Asymptotic optimality of the selected bandwidth is stated. Cited in 1 Document MSC: 62G07 Density estimation 62G20 Asymptotic properties of nonparametric inference Keywords:asymptotic optimality; kernel estimate of conditional density; strongly dependent data; cross validation; bandwidth PDFBibTeX XMLCite \textit{É. Youndjé} et al., C. R. Acad. Sci., Paris, Sér. I 316, No. 9, 935--938 (1993; Zbl 0774.62041)