Neural Network for Estimating Conditional Distribution

Henrik Schiøler, P. Kulczycki

Research output: Working paper/PreprintWorking paperResearch

134 Downloads (Pure)


Neural networks for estimating conditional distributions and their associated quantiles are investigated in this paper. A basic network structure is developed on the basis of kernel estimation theory, and consistency is proved from a mild set of assumptions. A number of applications within statistcs, decision theory and signal processing are suggested, and a numerical example illustrating the capabilities of the elaborated network is given
Original languageDanish
Publisher<Forlag uden navn>
Publication statusPublished - 1997

Cite this