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Record W3125970261

Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions

2012· preprint· en· W3125970261 on OpenAlexafffund
Qi Li, Juan Lin, Jeffrey S. Racine

Bibliographic record

VenueRePEc: Research Papers in Economics · 2012
Typepreprint
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsMcMaster University
FundersSocial Sciences and Humanities Research Council of CanadaNatural Sciences and Engineering Research Council of CanadaNational Natural Science Foundation of China
KeywordsQuantileCategorical variableNonparametric statisticsConditional probability distributionEconometricsStochastic dominanceMathematicsQuantile functionConditional expectationQuantile regressionSmoothingCumulative distribution functionStatistics
DOInot available

Abstract

fetched live from OpenAlex

We propose a data-driven least squares cross-validation method to optimally select smoothing parameters for the nonparametric estimation of conditional cumulative distribution functions and conditional quantile functions. We allow for general multivariate covariates that can be continuous, categorical or a mix of either. We provide asymptotic analysis, examine finite-sample properties via Monte Carlo simulation, and consider an application involving testing for first order stochastic dominance of children's health conditional on parental education and income.

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)0.017
metaresearch head score (Gemma)0.058
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 score0.017
Threshold uncertainty score0.091

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0170.058
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0020.001
Science and technology studies0.0010.002
Scholarly communication0.0020.002
Open science0.0030.003
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0020.001

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 head0.412
Teacher spread0.304 · 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

Citations7
Published2012
Admission routes2
Has abstractyes

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