Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data
混合类别与连续数据的条件分布函数和分位数函数非参数估计
We propose a new nonparametric conditional cumulative distribution function kernel estimator that admits a mix of discrete and categorical data along with an associated nonparametric conditional quantile estimator. Bandwidth selection for kernel quantile regression remains an open topic of research. We employ a conditional probability density function-based bandwidth selector proposed by Hall, Racine, and Li that can automatically remove irrelevant variables and has…