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APPROXIMATION RATES OF ERROR DISTRIBUTION OF DOUBLE KERNEL ESTIMATES OF CONDITIONAL DENSITY |
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| Authors: | Xue Liugen Cai GuoliangDeptof ApplMath Beijing Polytechnic Univ Beijing Faculty of Science Jiangsu Univof Science and Technology Zhenjiang |
| Institution: | Xue Liugen Cai GuoliangDept.of Appl.Math.,Beijing Polytechnic Univ.,Beijing 100022. Faculty of Science,Jiangsu Univ.of Science and Technology,Zhenjiang 212013. |
| 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) . |
| Keywords: | Conditional density function double kernel estimator random weighting method approximation rate |
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