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

Yıl 2018, Cilt: 22 Sayı: 2, 511 - 520, 15.08.2018

Nursel Koyuncu Muhammad Hanıf Shabnam Shahzadı Usman Shahzad

Öz

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.

Anahtar Kelimeler

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

Kaynakça

  • [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.
Toplam 11 adet kaynakça vardır.

Ayrıntılar

Bölüm Makaleler
Yazarlar

Nursel Koyuncu

Muhammad Hanıf Bu kişi benim

Shabnam Shahzadı Bu kişi benim

Usman Shahzad

Yayımlanma Tarihi 15 Ağustos 2018
Yayımlandığı Sayı Yıl 2018 Cilt: 22 Sayı: 2

Kaynak Göster

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.
AMA Koyuncu N, Hanıf M, Shahzadı S, Shahzad U. On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size. SDÜ Fen Bil Enst Der. Ağustos 2018;22(2):511-520.
Chicago Koyuncu, Nursel, Muhammad Hanıf, Shabnam Shahzadı, ve Usman Shahzad. “On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size”. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi 22, sy. 2 (Ağustos 2018): 511-20.
EndNote Koyuncu N, Hanıf M, Shahzadı S, Shahzad U (01 Ağustos 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 N. Koyuncu, M. Hanıf, S. Shahzadı, ve U. Shahzad, “On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size”, SDÜ Fen Bil Enst Der, c. 22, sy. 2, ss. 511–520, 2018.
ISNAD Koyuncu, Nursel vd. “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 (Ağustos 2018), 511-520.
JAMA Koyuncu N, Hanıf M, Shahzadı S, Shahzad U. On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size. SDÜ Fen Bil Enst Der. 2018;22:511–520.
MLA Koyuncu, Nursel vd. “On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size”. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi, c. 22, sy. 2, 2018, ss. 511-20.
Vancouver Koyuncu N, Hanıf M, Shahzadı S, Shahzad U. On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size. SDÜ Fen Bil Enst Der. 2018;22(2):511-20.
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