Universidad Complutense de Madrid
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Weighted nonparametric regression



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Río Bueno , Manuel del y Delicado, Pedro (1997) Weighted nonparametric regression. Communications in statistics.Theory and methods, 26 (12). 2983-2998 . ISSN 0361-0926


In the fixed design regression model, additional weights are considered for the Nadaraya-Watson and Gasser-Muller kernel estimators. We study their asymptotic behavior and the relationships between new and classical estimators. For a simple family of weights, and considering the AIMSE as global loss criterion, we show some possible theoretical advantages. An empirical study illustrates the performance of the weighted kernel estimators in theoretical ideal situations and in simulated data sets. Also some results concerning the use of weights for local polynomial estimators are given.

Tipo de documento:Artículo
Palabras clave:Asymptotic behavior; Fixed design; Kernel regression; Local polynomial estimators; Smoothing ; Estimators
Materias:Ciencias > Matemáticas > Investigación operativa
Código ID:17622
Depositado:11 Ene 2013 09:42
Última Modificación:15 Ene 2013 15:17

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