Abstract
In this paper, the normal approximation rate and the random weighting approximation rate of error distribution of the kernel estimator of conditional density function f(y/x) are studied. The results may be used to construct the confidence interval of f(y/x).
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Supported by Natural Science Foundation of Beijing City and National Natural Science Foundation of China (2230410013016).
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Liugen, X., Guoliang, C. Approximation rates of error distribution of double kernel estimates of conditional density. Appl. Math. Chin. Univ. 15, 425–432 (2000). https://doi.org/10.1007/s11766-000-0040-5
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DOI: https://doi.org/10.1007/s11766-000-0040-5