Variable Bandwidth and Local Linear Regression Smoothers
نویسندگان
چکیده
منابع مشابه
Variable Bandwidth and Local Linear Regression Smoothers
In this paper we introduce an appealing nonparametric method for estimating the mean regression function. The proposed method combines the ideas of local linear smoothers and variable bandwidth. Hence, it also inherits the advantages of both approaches. We give expressions for the conditional MSE and MISE of the estimator. Minimization of the MISE leads to an explicit formula for an optimal cho...
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A method based on local linear approximation is used to estimate the mean regression function. The proposed local linear smoother has several advantages in comparison with other linear smoothers. Motivated by this fact, we follow this approach to estimate more general functions, among which, conditional median and conditional quantile functions. A further generalization involves the estimation ...
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The choice of bandwidth is crucial in the nonparametric estimation procedure. A number of methods to choose the associated bandwidth have been developed. In this paper we studied three existing bandwidth selectors for local linear regression with different design matrix characteristics. The performances illustrate that although there is no uniformly dominating rule, the variable bandwidth selec...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1992
ISSN: 0090-5364
DOI: 10.1214/aos/1176348900