An estimating parameter of nonparametric regression model based on smoothing techniques
نویسندگان
چکیده
منابع مشابه
Gradient Based Smoothing Parameter Selection for Nonparametric Regression Estimation*
Data-driven bandwidth selection based on the gradient of an unknown regression function is considered. Uncovering gradients nonparametrically is of crucial importance across a broad range of economic environments such as determining risk premium or recovering distributions of individual preferences. The procedure developed here is shown to deliver bandwidths which have the optimal rate of conve...
متن کاملNonparametric regression for functional data: automatic smoothing parameter selection
We study regression estimation when the explanatory variable is functional. Nonparametric estimates of the regression operator have been recently introduced. They depend on a smoothing factor which controls its behavior, and the aim of our work is to construct some data-driven criterion for choosing this smoothing parameter. The criterion can be formulated in terms of a functional version of cr...
متن کاملFuzzy nonparametric regression based on local linear smoothing technique
In a great deal of literature on fuzzy regression analysis, most of research has focused on some predefined parametric forms of fuzzy regression relationships, especially on the fuzzy linear regression models. In many practical situations, it may be unrealistic to predetermine a fuzzy parametric regression relationship. In this paper, a fuzzy nonparametric model with crisp input and LR fuzzy ou...
متن کاملModel Checking in Tobit Regression Model via Nonparametric Smoothing
A nonparametric lack-of-fit test is proposed to check the adequacy of the presumed parametric form for the regression function in Tobit regression models by applying Zheng’s device with weighted residuals. It is shown that testing the null hypothesis for the standard Tobit regression models is equivalent to test a new null hypothesis of the classic regression models. An optimal weight function ...
متن کاملSmoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your perso...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistical Journal of the IAOS
سال: 2019
ISSN: 1874-7655,1875-9254
DOI: 10.3233/sji-180477