On identity reproducing nonparametric regression estimators

Park, B. U.; Kim, W. C. and Jones, M. C. (1997). On identity reproducing nonparametric regression estimators. Statistics & Probability Letters, 32(3) pp. 279–290.

DOI: https://doi.org/10.1016/S0167-7152(96)00085-5

Abstract

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.

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About

• Item ORO ID
• 24108
• Item Type
• Journal Item
• ISSN
• 0167-7152
• Keywords
• boundary effects; IRENORE; kernel smoothing; local linear estimation; Nadaraya-Watson estimator; Shifted Nadaraya-Watson
• Academic Unit or School
• Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
  Faculty of Science, Technology, Engineering and Mathematics (STEM)
• Copyright Holders
• © 1997 Elsevier Science B.V.
• Depositing User
• Sarah Frain