Smoothed kernel conditional density estimation Academic Article uri icon

abstract

  • 2017 Elsevier B.V. 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.

published proceedings

  • ECONOMICS LETTERS

author list (cited authors)

  • Wen, K., & Wu, X.

citation count

  • 3

complete list of authors

  • Wen, Kuangyu||Wu, Ximing

publication date

  • March 2017