Nonparametric estimation and symmetry tests for conditional density functions

Yao, Qiwei ORCID: 0000-0003-2065-8486 and Hyndman, Rob J. (2002) Nonparametric estimation and symmetry tests for conditional density functions. Journal of Nonparametric Statistics, 14 (3). pp. 259-278. ISSN 1048-5252

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Abstract

We suggest two improved methods for conditional density estimation. The rst is based on locally tting a log-linear model, and is in the spirit of recent work on locally parametric techniques in density estimation. The second method is a constrained local polynomial estimator. Both methods always produce non-negative estimators. We propose an algorithm suitable for selecting the two bandwidths for either estimator. We also develop a new bootstrap test for the symmetry of conditional density functions. The proposed methods are illustrated by both simulation and application to a real data set.

Item Type:	Article
Official URL:	http://www.tandf.co.uk/journals/titles/10485252.ht...
Additional Information:	© 2002 Taylor & Francis
Divisions:	Statistics
Subjects:	H Social Sciences > HA Statistics
Date Deposited:	30 Jun 2008 11:05
Last Modified:	07 Oct 2024 17:27
URI:	http://eprints.lse.ac.uk/id/eprint/6092

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