Bandwidth selection for a data sharpening estimator in nonparametric regression

被引：3

作者：

Naito, Kanta ^{[1
]}

Yoshizaki, Masahiro ^{[1
]}

机构：

[1] Shimane Univ, Dept Math, Matsue, Shimane 6908504, Japan

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2009年 / 100卷 / 07期

基金：

日本学术振兴会;

关键词：

Bandwidth; Bias reduction; Data sharpening; Kernel; Nonparametric regression; Plug-in method; LEAST-SQUARES REGRESSION; BIAS REDUCTION METHOD; DENSITY-ESTIMATION;

D O I：

10.1016/j.jmva.2008.12.016

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (c) 2009 Elsevier Inc. All rights reserved.

引用

页码：1465 / 1486

页数：22

共 50 条

[1] Bandwidth selection for nonparametric modal regression
Zhou, Haiming
Huang, Xianzheng
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2019, 48 (04) : 968 - 984
[2] An autocorrelation criterion for bandwidth selection in nonparametric regression
Braun, WJ
Rousson, V
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2000, 68 (01) : 89 - 101
[3] Automatic bandwidth selection in robust nonparametric regression
Assaid, CA
Birch, JB
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2000, 66 (04) : 259 - 272
[4] Bandwidth selection for changepoint estimation in nonparametric regression
Gijbels, I
Goderniaux, AC
TECHNOMETRICS, 2004, 46 (01) : 76 - 86
[5] BANDWIDTH SELECTION IN NONPARAMETRIC REGRESSION WITH GENERAL ERRORS
CHU, CK
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1995, 44 (03) : 265 - 275
[6] Automatic and asymptotically optimal data sharpening for nonparametric regression
Yao, Fang
Lee, Thomas C. M.
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2009, 139 (12) : 4017 - 4030
[7] Data sharpening methods for bias reduction in nonparametric regression
Choi, E
Hall, P
Rousson, V
ANNALS OF STATISTICS, 2000, 28 (05): : 1339 - 1355
[8] OPTIMAL BANDWIDTH SELECTION IN NONPARAMETRIC REGRESSION FUNCTION ESTIMATION
HARDLE, W
MARRON, JS
ANNALS OF STATISTICS, 1985, 13 (04): : 1465 - 1481
[9] Bandwidth selection for nonparametric regression with errors-in-variables
Dong, Hao
Otsu, Taisuke
Taylor, Luke
ECONOMETRIC REVIEWS, 2023, 42 (04) : 393 - 419
[10] SURE-Optimal Bandwidth Selection in Nonparametric Regression
Sunder Ram Krishnan
Chandra Sekhar Seelamantula
Sampling Theory in Signal and Image Processing, 2012, 11 (2-3): : 133 - 163

← 1 2 3 4 5 →