Re-Weighted Nadaraya-Watson Estimation of Conditional Density

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Abstract

In order to avoid the discussion of equation (1.1), this paper employs the proof method of Liang (2012) to consider the re-weighted Nadaraya-Watson estimation of conditional density. The established results generalize those of De Gooijer and Zerom (2003). In addition, this paper improves the bandwidth condition of Liang (2012).

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re-weighted Nadaraya-Watson estimation conditional density bandwidth condition.
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