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RE-WEIGHTED NADARAYA-WATSON ESTIMATION OF CONDITIONAL DENSITY
Yi Wang,Xianzhu Xiong
(College of Math. and Computer Science, Fuzhou University, Fuzhou 350116, Fujian, PR China)
DOI:
Abstract:
In order to avoid the discussion of equation (1.1), this paper employs the proof method of Liang (2012) to consider the re-weighted Nadaraya-Watson estimation of conditional density. The established results generalize those of De Gooijer and Zerom (2003). In addition, this paper improves the bandwidth condition of Liang (2012).
Key words:  re-weighted Nadaraya-Watson estimation; conditional density; bandwidth condition