Advances and Applications in Statistics
Volume 49, Issue 4, Pages 245 - 256
(October 2016) http://dx.doi.org/10.17654/AS049040245 |
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A NEW MODIFICATION TO THE ADAPTIVE NADARAYA-WATSON KERNEL REGRESSION ESTIMATOR
Venkatesh B. Joshi and Bhargavi Deshpande
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Abstract: In this paper, a modification to the adaptive Nadaraya-Watson (NW) kernel regression estimator based on a function of the range of pilot density estimates and the sample size with varying bandwidths is proposed. The performance of proposed estimator in terms of mean squared error (MSE) is compared with NW and modified NW estimators. The results of a simulation study reveal that the proposed estimator provides better estimates in interpolating data with a minimum rate of convergence of
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Keywords and phrases: nonparametric regression, Nadaraya-Watson estimator, adaptive Nadaraya-Watson estimator, modified Nadaraya-Watson estimator, mean squared error. |
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