%0 Journal Article %A Fang Yun %A Yu Zhou %T Local Linear Estimation of Conditional Third Central Moment %D 2011 %R %J CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS %P 72-80 %V 27 %N 1 %X

In this paper, we propose a local linear
estimator for conditional third central moment. The asymptotic bias
and variance are derived. General cross validation (GCV) is
recommended for bandwidth selection. A simple simulation study is
carried out to illustrate the usefulness of the proposed method.}
\newcommand{\fundinfo}{This work was supported by National
Social Science Foundation (08CTJ001)

%U http://aps.ecnu.edu.cn/EN/