Title of article
Bandwidth selection for a data sharpening estimator in nonparametric regression
Author/Authors
Naito، نويسنده , , Kanta and Yoshizaki، نويسنده , , Masahiro، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2009
Pages
22
From page
1465
To page
1486
Abstract
This paper is concerned with data-based selection of the bandwidth for a data sharpening estimator in nonparametric regression. Two kinds of bandwidths are considered: a bandwidth vector which has a different bandwidth for each covariate, and a scalar bandwidth that is common for all covariates. A plug-in method is developed and its theoretical performance is fully investigated. The proposed plug-in method works efficiently in our simulation study.
Keywords
Bandwidth , Nonparametric regression , Plug-in method , bias reduction , Data sharpening , KERNEL
Journal title
Journal of Multivariate Analysis
Serial Year
2009
Journal title
Journal of Multivariate Analysis
Record number
1565107
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