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Nonparametric estimation and symmetry tests for conditional density functions

Yao, Qiwei 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

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
Library of Congress subject classification: H Social Sciences > HA Statistics
Sets: Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 30 Jun 2008 11:05
URL: http://eprints.lse.ac.uk/6092/

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