Optimal bandwidth selection for nonparametric conditional distribution and quantile functions

Optimal bandwidth selection for nonparametric conditional distribution and quantile functions

10.1080/07350015.2012.738955

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Bibliographic Details
Main Authors: Li, Q., Lin, J., Racine, J.S.
Other Authors: RISK MANAGEMENT INSTITUTE
Format: Article
Published: 2016
Subjects:
Cross-validation
Data-driven
Kernel smoothing
Online Access:http://scholarbank.nus.edu.sg/handle/10635/128733
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/128733

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