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On the Boundary Behaviour of Nonparametric Regression Estimators

โœ Scribed by Dr. H. Dette

Publisher
John Wiley and Sons
Year
1992
Tongue
English
Weight
564 KB
Volume
34
Category
Article
ISSN
0323-3847

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โœฆ Synopsis

In this note the nonparametnc regression estimators of NADARAYA (1964) and WATSON (1964). PRIESTLEY & CIUO (1972) and GASSER & MI~LLER (1979) are compared with respect to the boundary behaviour in the case of a fixed design. It is shown that the estimator of Nadaraya & Watson yields estimates with smaller mean squared error at the boundary in finite sample situations compared to the convolution type estimators. By a modification of the kernel function the estimator of Gasser & MUer attains a similar boundary behaviour as the Nadaraya & Watson estimator. The theoretical results are illustrated in a simulation study.

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