Ju, Gaosheng; Li, Rui; Liang, Zhongwen - In: Nonparametric econometric methods, (pp. 291-318). 2009
In this paper we construct a nonparametric kernel estimator to estimate the joint multivariate cumulative distribution function (CDF) of mixed discrete and continuous variables. We use a data-driven cross-validation method to choose optimal smoothing parameters which asymptotically minimize the...