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Empirical Likelihood-Based Methods For Estimating A Conditional Distribution Function

Posted on:2009-11-28Degree:MasterType:Thesis
Country:ChinaCandidate:R M LuoFull Text:PDF
GTID:2120360245454428Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
In this paper, we introduce different methods for estimating a conditional distribution function, and give two new methods to estimate the conditional distribution function. These two methods all involve empirical-likelihood and forms of N-W estimator. In nonparametric methods, empirical-likelihood is encouraged by its attractive performance, so our estimators based empirical-likelihood have good properties. The first method combines unite moment and the second combines conditional moment, after simulating the second method the performance is good .
Keywords/Search Tags:empirical-likelihood, local empirical-likelihood, conditional distribution function, conditional expectation, regression, local polynomial regression, local linear regression, N-W estimator, L-L estimator, local logistal method, dimensipion reduction
PDF Full Text Request
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