Cross-Validation and the Estimation of Conditional Probability Densities

By Peter Hall, Jeffrey S. Racine, Qi Li. 2004

572 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/cd12ab9cb2655d32706737445858842255483a3a

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In Statistics and Probability

Citations in the corpus

Converting High-Dimensional Regression to High-Dimensional Conditional Density Estimation (2017, methodology): “• KDETree is the multivariate kernel density estimator f̂(z|x) := f̂(z,x)/f̂(x), where the estimators f̂(z,x) and f̂(x) have a different bandwidth for each component of x [20]; i.”
Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data (2009, methodology): “By following exactly the same derivation as in Hall et al. (2004, 2006), one can show that, with a nth order kernel, ĥs !”
Unobserved heterogeneity and endogeneity in nonparametric frontier estimation (2016, methodology): “They adapt for this the techniques proposed by Hall et al. (2004) and Li and Racine (2008).”
POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES (2011, methodology): “…of prior sensitivity analysis are delegated to Appendix C. Additionally, we compare the KSB model with the nonparametric kernel smoothing method of Hall, Racine, and Li (2004) implemented by Hayfield and Racine (2008) in the publicly available R package np. Figure 2 shows that the estimation…”
CONDITIONAL DENSITY ESTIMATION IN A REGRESSION SETTING (2007, background): “The interested reader can find a historical overview of this and related approaches in the books [5, 15, 34]; other relevant references are [2, 16, 17, 21, 22, 23, 26, 27, 28, 35].”
Regression towards the mode (2012, methodology): “The function npconmode() in the np package in R (Hayfield and Racine, 2008) implements nonparametric mode regression for a categorical dependent variable based on the results of Hall et al. (2004).”
Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non‐parametric, two‐stage models of production (2018, methodology): “2), is a random subsample from S2,n2 of size 8 As observed by Hall et al. (2004), if Z is irrelevant in the production process (independent of (X,Y )), the optimal value of the bandwidth is infinity.”
Is gravity linear (2008, background): “Casual observation of (15) shows that estimates of β(zj) are obtained only for the continuous regressors.”
Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions (2013, unknown): “We also note that the bandwidth λz for the categorical variable takes its upper bound with high probability as it should given that z is “irrelevant,” while the method otherwise continues to perform as expected (bandwidth results are not reported here for space considerations).”
Nonparametric Econometrics: The np Package (2008, methodology): “…with the workhorse of applied data analysis (regression) Function Description Reference npcdens Nonparametric conditional density estimation Hall et al. (2004) npcdensbw Nonparametric conditional density bandwidth selection Hall et al. (2004) npcdist Nonparametric conditional distribution…”
Valuing travel time variability: Characteristics of the travel time distribution on an urban road (2012, methodology): “See Hall et al. (2004) and Li and Racine (2007) for details.”
Nonparametric Conditional Density Estimation in a High-Dimensional Regression Setting (2016, methodology): “The results are comparable to those from Hall, Racine, and Li (2004).”
Does Education Matter for Economic Growth? (2014, unknown): “[26] Hall, P.”