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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 (Digital Object Identifier) Link: http://dx.doi.org/10.1016/S0167-7152(96)00085-5
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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.

Item Type: Journal Article
Copyright Holders: 1997 Elsevier Science B.V.
ISSN: 0167-7152
Keywords: boundary effects; IRENORE; kernel smoothing; local linear estimation; Nadaraya-Watson estimator; Shifted Nadaraya-Watson
Academic Unit/Department: Mathematics, Computing and Technology > Mathematics and Statistics
Item ID: 24108
Depositing User: Sarah Frain
Date Deposited: 11 May 2011 11:03
Last Modified: 21 Aug 2013 13:33
URI: http://oro.open.ac.uk/id/eprint/24108
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