Bailey, Ralph W.; Addison, John T. - Grupo de Estudos Monetários e Financeiros (GEMF), … - 2010
Given observation-pairs (xi ,yi ), i = 1,...,n , taken to be independent observations of the random pair (X ,Y), we sometimes want to form a nonparametric estimate of m(x) = E(Y/ X = x). Let YE have the empirical distribution of the yi , and let (XS ,YS ) have the kernel-smoothed distribution of...
