Nonparametric Directional Dependence Estimation and Its Application to Cryptocurrency.

Hohsuk Noh Hyuna Jang Kun Ho Kim Jong-Min Kim

Published in: Axioms (2023)

Keyphrases

nonparametric regression
parametric models
density estimation
parzen window
data driven
kernel density estimation
databases
social networks
parameter estimation
maximum likelihood estimation
feature selection
probabilistic model
data sets
machine learning
estimation accuracy
estimation process
density estimates