OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS

DOI10.1017/S0266466609090628zbMath1183.62063MaRDI QIDQ5187623

David T. Jacho-Chávez

Publication date: 26 February 2010

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

65C05: Monte Carlo methods

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