Bruce E. Hansen
"Nonparametric Estimation of Smooth Conditional Distributions" (5/2004)
Program and Data Files
This program calculates the statistics described in the above paper.
The program estimates a bivariate conditional distribution function using local linear kernel smoothing, and
calculates a plug-in Bandwidth rule.
Gauss Program and Data File
Matlab Program and Data File
Link to Abstract and PDF File of Paper
Some of the above material is based upon work supported by the National Science Foundation under Grants No. SES-9022176, SES-9120576, SBR-9412339, and SBR-9807111.
Any opinions, findings, and conclusions, or recommendations expressed in this material are those of the author(s), and do not necessarily reflect the views of the NSF.