Smoothed kernel conditional density estimation

C-Tier
Journal: Economics Letters
Year: 2017
Volume: 152
Issue: C
Pages: 112-116

Authors (2)

Wen, Kuangyu (not in RePEc) Wu, Ximing (Texas A&M University)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:152:y:2017:i:c:p:112-116
Journal Field
General
Author Count
2
Added to Database
2026-01-29