Nonparametric Density Estimation and Nonparametric Regression
Part of the Springer Series in Statistics book series (SSS)

This appendix summarizes properties of nonparametric density, mean-regression, and quantile-regression estimators that are used in the text. Härdle (1990), Silverman (1986), and Fan and Gijbels (1996) provide more detailed presentations of kernel and local polynomial estimators. Newey (1997) provides a detailed discussion of series estimators of conditional mean functions. Bhattacharya and Gangopadhyay (1990), Chaudhuri (1991a), Fan et al. (1994), and Horowitz and Lee (2005) discuss nonparametric quantile estimation.


Probability Density Function Series Estimator Asymptotic Bias Nonparametric Density Estimation Conditional Quantile Function 
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© Springer Science+Business Media, LLC 2009

Authors and Affiliations

  1. 1.Department of EconomicsNorthwestern UniversityEvanstonUSA

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