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.