Variable bandwidth kernel regression estimation
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Abstract: In this paper we propose a variable bandwidth kernel regression estimator for observations in to improve the classical Nadaraya-Watson estimator. The bias is improved to the order of under the condition that the fifth order derivative of the density function and the sixth order derivative of the regression function are bounded and continuous. We also establish the central limit theorems for the proposed ideal and true variable kernel regression estimators. The simulation study confirms our results and demonstrates the advantage of the variable bandwidth kernel method over the classical kernel method.
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Cited in
(10)- Variable bandwidth kernel estimators of regression curves
- Central limit theorem for the variable bandwidth kernel density estimators
- Introduction to the variance-stabilizing bandwidth for the Nadaraya-Watson regression estimator
- A new modification to the adaptive Nadaraya-Watson kernel regression estimator
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- scientific article; zbMATH DE number 5119186 (Why is no real title available?)
- Variable bandwidth in nonparametric regression∗
- Modification of the adaptive Nadaraya-Watson kernel method for nonparametric regression (simulation study)
- An oracle property of the Nadaraya-Watson kernel estimator for high-dimensional nonparametric regression
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
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