BibTex RIS Cite

On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size

Year 2018, Volume: 22 Issue: 2, 511 - 520, 15.08.2018

Nursel Koyuncu , Muhammad Hanıf Shabnam Shahzadı Usman Shahzad

https://izlik.org/JA79HT48HG

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.

Keywords

Adaptive Nadaraya Watson Jump size; Mean Integrated Square Error; Rate of convergence

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.
  • [9] Hahn, J., Todd, P., Klaauw, V.W. 2001. Identification and Estimation of Treatment Effects with a Regression Discontinuity Design. Econometrica , 69(1), 201-209.
  • [10] Trochim, W. 1984. Research Design for Program Evaluation; The Regression Discontinuity Approach.
  • [11] Hall, P., Schucany W. R. 1989. A Local Crossvalidation Algorithm. Statistics and Probability Letters, 8, 109-117.
There are 11 citations in total.

Details

Authors

Nursel Koyuncu

Muhammad Hanıf This is me

Shabnam Shahzadı This is me

Usman Shahzad

Publication Date August 15, 2018
IZ https://izlik.org/JA79HT48HG
Published in Issue Year 2018 Volume: 22 Issue: 2

Cite

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

e-ISSN :1308-6529
Linking ISSN (ISSN-L): 1300-7688

All published articles in the journal can be accessed free of charge and are open access under the Creative Commons CC BY-NC (Attribution-NonCommercial) license. All authors and other journal users are deemed to have accepted this situation. Click here to access detailed information about the CC BY-NC license.