Re-Weighted Nadaraya-Watson Estimation of Conditional Density

Author(s)

&

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).

Keywords:

re-weighted Nadaraya-Watson estimation conditional density bandwidth condition.
About this article

Abstract View

  • 25883

Pdf View

  • 3328