Approximation Rates of Nearest Neighbor-Kernel Estimator for the Conditional Density
 
                 
                
                    
                                        
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Graphical Abstract
 
                                        
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Abstract
    In this paper, it is the first to discuss the normal approximation rate of the error distribution of nearest neighbor-kernel estimator for the conditional density. Secondly, the random weighting statistics is introduced, and the random weighting approximation rate is obtaned under suitable conditions.
 
                                        
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