English, Article, Journal or magazine article edition: Weighted Kernel Regression Pedro Delicado; Manuel del Rio

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Bookmark: http://trove.nla.gov.au/version/154179
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Weighted Kernel Regression
Author
  • Pedro Delicado
  • Manuel del Rio
Physical Description
  • preprint
Notes
  • In the fixed design regression model, additional weights are considered for the Nadaraya--Watson and Gasser--M\"uller kernel estimators. We study their asymptotic behavior and the relationships between new and classical estimators. For a simple family of weights, and considering the IMSE as global loss criterion, we show some possible theoretical advantages. An empirical study illustrates the performance of the weighted estimators in finite samples.
  • Asymptotic behavior, fixed design, nonparametric regression, smoothing
  • RePEc:upf:upfgen:164
Language
  • English
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