A note on unconditional properties of a parametrically guided Nadaraya-Watson estimator

被引：5

作者：

Glad, IK ^{[1
]}

机构：

[1] Univ Oslo, Dept Math, N-0316 Oslo, Norway

来源：

STATISTICS & PROBABILITY LETTERS | 1998年 / 37卷 / 01期

关键词：

bias reduction; correction factor; kernel estimators; Nadaraya-Watson estimator; semiparametric regression; unconditional properties;

D O I：

10.1016/S0167-7152(97)00106-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Asymptotic properties of a semiparametric regression estimator proposed in Glad (1996) are derived, without conditioning on the predictor variables. The leading terms of unconditional asymptotic bias and variance are equal to those in the expressions obtained conditioned on the design in Glad (1996), while the unconditional approximations derived in this paper are of higher accuracy. (C) 1998 Elsevier Science B.V.

引用

页码：101 / 108

页数：8

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