On identity reproducing nonparametric regression estimators
Some theoretical results on the performance of the identity reproducing nonparametric regression estimator of Müller and Song (1993) are presented. Compared with Müller and Song's analysis, we develop (a) better asymptotic mean squared error (MSE) results in the 'interior' of design space, and (b) 'partial' asymptotic MSE results at the boundary, although we do both only in the univariate case. A brief comparison of theoretical boundary results with those of local linear regression estimation is included.
Year of publication: |
1997
|
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Authors: | Park, B. U. ; Kim, W. C. ; Jones, M. C. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 32.1997, 3, p. 279-290
|
Publisher: |
Elsevier |
Keywords: | Boundary effects IRENORE Kernel smoothing Local linear estimation Nadaraya-Watson estimator Shifted Nadaraya-Watson |
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