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On the estimation of a monotone conditional variance in nonparametric regression

โœ Scribed by Holger Dette; Kay Pilz


Publisher
Springer Japan
Year
2007
Tongue
English
Weight
988 KB
Volume
61
Category
Article
ISSN
0020-3157

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On the Boundary Behaviour of Nonparametr
โœ Dr. H. Dette ๐Ÿ“‚ Article ๐Ÿ“… 1992 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 564 KB

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 s