ITEM METADATA RECORD
Title: Variable bandwidth and local linear-regression smoothers
Authors: Fan, Jq ×
Gijbels, Irène #
Issue Date: 1992
Publisher: Inst mathematical statistics
Series Title: Annals of statistics vol:20 issue:4 pages:2008-2036
Abstract: In this paper we introduce an appealing nonparametric method for estimating the mean regression function. The proposed method combines the ideas of local linear smoothers and variable bandwidth. Hence, it also inherits the advantages of both approaches. We give expressions for the conditional MSE and MISE of the estimator. Minimization of the MISE leads to an explicit formula for an optimal choice of the variable bandwidth. Moreover, the merits of considering a variable bandwidth are discussed. In addition, we show that the estimator does not have boundary effects, and hence does not require modifications at the boundary. The performance of a corresponding plug-in estimator is investigated. Simulations illustrate the proposed estimation method.
ISSN: 0090-5364
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Non-KU Leuven Association publications
× corresponding author
# (joint) last author

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