On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size
Abstract
In this paper, we studied an Adaptive Nadaraya Watson kernel estimator to check the bias effect on both side of the discontinuity in the presence of jump size for regression discontinuity model. We have proposed the modified Adaptive Nadaraya Watson kernel estimator and derived its normality and
variance. We have also compared with the asymptotic normality of the Mean Integrated Square Error (MISE) of Adaptive Nadaraya Watson kernel estimator and Nadaraya Watson kernel estimator. The results obtained from the simulation study have showed that Adaptive Nadaraya Watson estimator has better performance than the Nadaraya Watson Kernel estimator.
variance. We have also compared with the asymptotic normality of the Mean Integrated Square Error (MISE) of Adaptive Nadaraya Watson kernel estimator and Nadaraya Watson kernel estimator. The results obtained from the simulation study have showed that Adaptive Nadaraya Watson estimator has better performance than the Nadaraya Watson Kernel estimator.
Keywords
References
- [1] Gao, J., Pettitt, A.N.,Wolff, R.C.L. 1998. Local Linear Kernel Estimation for Discontinuous Nonparametric Regression Function. Communication in Statistics - Theory and Methods, 27(12), 2871-2894.
- [2] Yin, Y.Q. 1988. Detection of the Number, Locations and Magnitudes of jumps. Communication in Statistics.Stochastic Models, 4, 445-455.
- [3] Porter, J. 1998. Estimation of Regression Discontinuities. Seminar Notes.
- [4] Demir, S., Toktamis, O. 2010. On the Adaptive Nadaraya Watson Kernel Regression Estimators. Hacettepe Journal of Mathematics and Statistics, 39(3), 429-437.
- [5] Hardle, W. 1990. Applied Nonparametric Regression. Cambridge University Press.
- [6] Pangan, A., Ullah, A. 1999. Nonparametric Econometrics. Cambridge University Press, New York.
- [7] Silverman, B. 1992. Density Estimation for Statistics and Data Analysis. Chapman and Hall, New york.
- [8] Stone, C. 1980. Optimal Rates of Convergence for Nonparametric Estimators. The Annals of Statistics, 8, 1348-1360.
Details
Primary Language
Turkish
Subjects
-
Journal Section
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Publication Date
August 15, 2018
Submission Date
August 1, 2017
Acceptance Date
-
Published in Issue
Year 2018 Volume: 22 Number: 2
APA
Koyuncu, N., Hanıf, M., Shahzadı, S., & Shahzad, U. (2018). On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi, 22(2), 511-520. https://izlik.org/JA79HT48HG
AMA
1.Koyuncu N, Hanıf M, Shahzadı S, Shahzad U. On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size. J. Nat. Appl. Sci. 2018;22(2):511-520. https://izlik.org/JA79HT48HG
Chicago
Koyuncu, Nursel, Muhammad Hanıf, Shabnam Shahzadı, and Usman Shahzad. 2018. “On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size”. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi 22 (2): 511-20. https://izlik.org/JA79HT48HG.
EndNote
Koyuncu N, Hanıf M, Shahzadı S, Shahzad U (August 1, 2018) On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi 22 2 511–520.
IEEE
[1]N. Koyuncu, M. Hanıf, S. Shahzadı, and U. Shahzad, “On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size”, J. Nat. Appl. Sci., vol. 22, no. 2, pp. 511–520, Aug. 2018, [Online]. Available: https://izlik.org/JA79HT48HG
ISNAD
Koyuncu, Nursel - Hanıf, Muhammad - Shahzadı, Shabnam - Shahzad, Usman. “On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size”. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi 22/2 (August 1, 2018): 511-520. https://izlik.org/JA79HT48HG.
JAMA
1.Koyuncu N, Hanıf M, Shahzadı S, Shahzad U. On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size. J. Nat. Appl. Sci. 2018;22:511–520.
MLA
Koyuncu, Nursel, et al. “On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size”. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi, vol. 22, no. 2, Aug. 2018, pp. 511-20, https://izlik.org/JA79HT48HG.
Vancouver
1.Nursel Koyuncu, Muhammad Hanıf, Shabnam Shahzadı, Usman Shahzad. On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size. J. Nat. Appl. Sci. [Internet]. 2018 Aug. 1;22(2):511-20. Available from: https://izlik.org/JA79HT48HG