Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions

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Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non‐parametric, two‐stage models of production (2018, methodology): “This can be accomplished using the least-squares cross-validation (LSCV) procedure described by Li et al. (2013), smoothing only on the r conditioning variables in Z, and not the dependent variables (X, Y ).”
Additive Functional Regression for Densities as Responses (2020, background): “…usually considered in the general framework of nonparametric regression and has a rich literature (see, e.g., Roussas 1969; Bhattacharya and Gangopadhyay 1990; Koenker, Ng, and Portnoy 1994; Hall, Wolff, and Yao 1999; Hall and Müller 2003; Dunson, Pillai, and Park 2007; Li, Lin, and Racine 2013).”