On Internally Corrected and Symmetrized Kernel Estimators for Nonparametric Regression Articles
Overview
published in
- TEST Journal
publication date
- May 2010
start page
- 166
end page
- 186
issue
- 1
volume
- 19
Digital Object Identifier (DOI)
International Standard Serial Number (ISSN)
- 1133-0686
Electronic International Standard Serial Number (EISSN)
- 1863-8260
abstract
-
We investigate the properties of a kernel-type multivariate regression estimator first proposed by Mack and Müller (Sankhya 51:59&-72, 1989) in the context of univariate derivative estimation. Our proposed procedure, unlike theirs, assumes
that bandwidths of the
same order are used throughout; this gives more realistic
asymptotics for the estimation of the function itself but makes
the asymptotic distribution more complicated. We also
propose a modification of this estimator that has a symmetric smoother
matrix, which makes it admissible, unlike some other common
regression estimators. We compare the performance of the estimators
in a Monte Carlo experiment.