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Smoothed kernel conditional density estimation
- Source :
- Economics Letters. 152:112-116
- Publication Year :
- 2017
- Publisher :
- Elsevier BV, 2017.
-
Abstract
- Given multiple Y observations for each observed X , we propose a conditional kernel density estimator that exploits smoothing of f ( y | x ) across x . We obtain large sample properties of the proposed estimator and present a practical cross validation bandwidth selector. An application to adult BMI densities conditional on age is provided.
- Subjects :
- Economics and Econometrics
05 social sciences
Kernel density estimation
Cluster-weighted modeling
Estimator
Conditional probability distribution
01 natural sciences
010104 statistics & probability
Variable kernel density estimation
0502 economics and business
Statistics
Applied mathematics
Kernel regression
050207 economics
0101 mathematics
Conditional variance
Finance
Smoothing
Mathematics
Subjects
Details
- ISSN :
- 01651765
- Volume :
- 152
- Database :
- OpenAIRE
- Journal :
- Economics Letters
- Accession number :
- edsair.doi...........0263bbb5fca619143756a9da4b3b98e6