Paper #164

Título:

Weighted Kernel regression

Autores:

Pedro Delicado y Manuel del Rio

Data:

Marzo 1996

Resumen:

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.

Palabras clave:

Asymptotic behavior, fixed design, nonparametric regression, smoothing

Códigos JEL:

C14, C15

Área de investigación:

Estadística, Econometría y Métodos Cuantitativos

Publicado en:

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

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