Paper #164

Títol:

Weighted Kernel regression

Autors:

Pedro Delicado i Manuel del Rio

Data:

Març 1996

Resum:

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.

Paraules clau:

Asymptotic behavior, fixed design, nonparametric regression, smoothing

Codis JEL:

C14, C15

Àrea de Recerca:

Estadística, Econometria i Mètodes Quantitatius

Publicat a:

Communications in Statistics. Theory and methods, 26(12), 2983-2998, 1997
Amb el títol:
Weighted nonparametric regression

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