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Record W2021091247 · doi:10.1198/073500107000000250

Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data

2008· article· en· W2021091247 on OpenAlexaff
Qi Li, Jeffrey S. Racine

Bibliographic record

VenueJournal of Business and Economic Statistics · 2008
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsMcMaster University
Fundersnot available
KeywordsEstimatorNonparametric statisticsConditional probability distributionKernel regressionQuantileCategorical variableKernel density estimationQuantile functionCumulative distribution functionMathematicsEconometricsQuantile regressionStatisticsKernel (algebra)Conditional expectationRegular conditional probabilityProbability density functionProbability mass function

Abstract

fetched live from OpenAlex

We propose a new nonparametric conditional cumulative distribution function kernel estimator that admits a mix of discrete and categorical data along with an associated nonparametric conditional quantile estimator. Bandwidth selection for kernel quantile regression remains an open topic of research. We employ a conditional probability density function-based bandwidth selector proposed by Hall, Racine, and Li that can automatically remove irrelevant variables and has impressive performance in this setting. We provide theoretical underpinnings including rates of convergence and limiting distributions. Simulations demonstrate that this approach performs quite well relative to its peers; two illustrative examples serve to underscore its value in applied settings.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.009
metaresearch head score (Gemma)0.044
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.009
Threshold uncertainty score0.048

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0090.044
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.002
Science and technology studies0.0000.001
Scholarly communication0.0010.003
Open science0.0030.002
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.107
GPT teacher head0.325
Teacher spread0.218 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations254
Published2008
Admission routes1
Has abstractyes

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