|
| 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 |