CLASSES OF ADAPTIVE ESTIMATORS TO NONPARAMETRIC REGRESSION
Classes of adaptive kernel regression estimators are developed under nonparametric regression. These estimators are based on varying bandwidths which are dependent on pilot densities and functions of order statistic. The distributional properties of these estimators are derived. The performance is evaluated through simulation studies. Also, we obtain confidence bands for the proposed estimators and illustrate their application with an example.
adaptive estimator, nonparametric regression, quasi-range, varying bandwidth, pilot density, confidence bands
Received: March 4, 2025; Accepted: May 12, 2025; Published: June 25, 2025
How to cite this article: Sharada V. Bhat and Shrinath M. Bijjargi, Classes of adaptive estimators to nonparametric regression, Far East Journal of Theoretical Statistics 69(2) (2025), 189‑203. https://doi.org/10.17654/0972086325009
This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License