David Tomás Jacho-Chávez, Optimal Bandwidth Choice for Estimation of Inverse Conditional-Density-Weighted Expectations, Econometric Theory, Vol. 26, No. 1 (Feb., 2010), pp. 94-118 ...

Conditional expectations – the expected values of random variables given a set of conditions – have all sorts of applications, ranging from the pricing of exotic and out-of-the-money options to the ...

Gaussian mixture model dynamically controlled kernel estimation (GMM-DCKE), a purely data-driven and model-agnostic method to compute conditional expectations, is introduced. Joerg Kienitz applies it ...

In the special case of a univariate dichotomous exposure or treatment, this conditional expectation is identical to what Rosenbaum and Rubin have called the propensity score. They have also proposed ...