Bandwidth selection for kernel conditional density estimation
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- Bashtannyk, D.M. & Hyndman, R.J., 1998. "Bandwidth Selection for Kernel Conditional Density Estimation," Monash Econometrics and Business Statistics Working Papers 16/98, Monash University, Department of Econometrics and Business Statistics.
References listed on IDEAS
- Hall, Peter & Wolff, Rodney C. L. & Yao, Qiwei, 1999. "Methods for estimating a conditional distribution function," LSE Research Online Documents on Economics 6631, London School of Economics and Political Science, LSE Library.
- Hyndman, R.J. & Yao, Q., 1998.
"Nonparametric Estimation and Symmetry Tests for Conditional Density Functions,"
Monash Econometrics and Business Statistics Working Papers
17/98, Monash University, Department of Econometrics and Business Statistics.
- Yao, Qiwei & Hyndman, Rob J., 2002. "Nonparametric estimation and symmetry tests for conditional density functions," LSE Research Online Documents on Economics 6092, London School of Economics and Political Science, LSE Library.
- Fan, Jianqing & Yao, Qiwei & Tong, Howell, 1996. "Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems," LSE Research Online Documents on Economics 6704, London School of Economics and Political Science, LSE Library.
More about this item
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
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