ON THE ADAPTIVE NADARAYA-WATSON KERNEL REGRESSION ESTIMATORS

Year 2010, Volume: 39 Issue: 3, 429 - 437, 01.03.2010

S. Demir Ö. Toktamiş

Abstract

Nonparametric kernel estimators are widely used in many research areas of statistics. An important nonparametric kernel estimator of a regression function is the Nadaraya-Watson kernel regression estimator which is often obtained by using a fixed bandwidth. However, the adaptive kernel estimators with varying bandwidths are specially used to estimate density of the long-tailed and multi-mod distributions. In this paper, we consider the adaptive Nadaraya-Watson kernel regression estimators. The results of the simulation study show that the adaptive
Nadaraya-Watson kernel estimators have better performance than the kernel estimations with fixed bandwidth.

Keywords

Nonparametric regression, Nadaraya-Watson kernel estimator, Adaptive kernel estimation, Kernel density estimation

ON THE ADAPTIVE NADARAYA-WATSON KERNEL REGRESSION ESTIMATORS

Abstract

References

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