Re-Weighted Nadaraya-Watson Estimation of Conditional Density

Re-Weighted Nadaraya-Watson Estimation of Conditional Density

Year:    2017

Author:    Yi Wang, Xianzhu Xiong

Annals of Applied Mathematics, Vol. 33 (2017), Iss. 1 : pp. 63–76

Abstract

In order to avoid the discussion of equation (1.1), this paper employs the proof method of Liang (2012) to consider the re-weighted Nadaraya-Watson estimation of conditional density. The established results generalize those of De Gooijer and Zerom (2003). In addition, this paper improves the bandwidth condition of Liang (2012).

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2017-AAM-20595

Annals of Applied Mathematics, Vol. 33 (2017), Iss. 1 : pp. 63–76

Published online:    2017-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    14

Keywords:    re-weighted Nadaraya-Watson estimation conditional density bandwidth condition.

Author Details

Yi Wang

Xianzhu Xiong