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

id	sg-nus-scholar.10635-128733
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spelling	sg-nus-scholar.10635-1287332023-10-26T09:32:03Z Optimal bandwidth selection for nonparametric conditional distribution and quantile functions Li, Q. Lin, J. Racine, J.S. RISK MANAGEMENT INSTITUTE Cross-validation Data-driven Kernel smoothing 10.1080/07350015.2012.738955 Journal of Business and Economic Statistics 31 1 57-65 2016-10-19T08:44:33Z 2016-10-19T08:44:33Z 2013 Article Li, Q., Lin, J., Racine, J.S. (2013). Optimal bandwidth selection for nonparametric conditional distribution and quantile functions. Journal of Business and Economic Statistics 31 (1) : 57-65. ScholarBank@NUS Repository. https://doi.org/10.1080/07350015.2012.738955 07350015 http://scholarbank.nus.edu.sg/handle/10635/128733 000314561400005 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Cross-validation Data-driven Kernel smoothing
spellingShingle	Cross-validation Data-driven Kernel smoothing Li, Q. Lin, J. Racine, J.S. Optimal bandwidth selection for nonparametric conditional distribution and quantile functions
description	10.1080/07350015.2012.738955
author2	RISK MANAGEMENT INSTITUTE
author_facet	RISK MANAGEMENT INSTITUTE Li, Q. Lin, J. Racine, J.S.
format	Article
author	Li, Q. Lin, J. Racine, J.S.
author_sort	Li, Q.
title	Optimal bandwidth selection for nonparametric conditional distribution and quantile functions
title_short	Optimal bandwidth selection for nonparametric conditional distribution and quantile functions
title_full	Optimal bandwidth selection for nonparametric conditional distribution and quantile functions
title_fullStr	Optimal bandwidth selection for nonparametric conditional distribution and quantile functions
title_full_unstemmed	Optimal bandwidth selection for nonparametric conditional distribution and quantile functions
title_sort	optimal bandwidth selection for nonparametric conditional distribution and quantile functions
publishDate	2016
url	http://scholarbank.nus.edu.sg/handle/10635/128733
_version_	1781790601437511680

Optimal bandwidth selection for nonparametric conditional distribution and quantile functions

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