A multiplicative bias reduction method for nonparametric regression

We introduce a multiplicative bias reducing estimator (MBRE) for nonparametric regression. We show that our estimator has optimal pointwise convergence rate n4/9, when positive kernels are used. A simulation study comparing our procedure with the higher order kernel method is included.

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Year of publication:	1994
Authors:	Linton, Oliver ; Nielsen, Jens Perch
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 19.1994, 3, p. 181-187
Publisher:	Elsevier
Subject:	Nonparametric regression bias reduction pre-whitening

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259298