A NEW MODIFICATION TO THE ADAPTIVE NADARAYA-WATSON KERNEL REGRESSION ESTIMATOR

被引：1

作者：

Joshi, Venkatesh B. ^{[1
]}

Deshpande, Bhargavi ^{[1
]}

机构：

[1] Karnatak Univ, Dept Studies Stat, Dharwad 580003, Karnataka, India

来源：

ADVANCES AND APPLICATIONS IN STATISTICS | 2016年 / 49卷 / 04期

关键词：

nonparametric regression; Nadaraya-Watson estimator; adaptive Nadaraya-Watson estimator; modified Nadaraya-Watson estimator; mean squared error;

D O I：

10.17654/AS049040245

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：

In this paper, a modification to the adaptive Nadaraya-Watson (NW) kernel regression estimator based on a function of the range of pilot density estimates and the sample size with varying bandwidths is proposed. The performance of proposed estimator in terms of mean squared error (MSE) is compared with NW and modified NW estimators. The results of a simulation study reveal that the proposed estimator provides better estimates in interpolating data with a minimum rate of convergence of 10(-6).

引用

页码：245 / 256

页数：12

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