Weighted kernel estimators in nonparametric binomial regression
Authors:
Hidenori Okumura a;
Kanta Naito b
| Affiliations: | a Department of Business Management and Information Science, Chugoku Junior College, Okayama, Japan |
| b Department of Mathematics, Shimane University, Matsue, Japan |
DOI:
10.1080/10485250310001624828
Publication Frequency:
8 issues per year
Published in:
Journal of Nonparametric Statistics,
Volume
16,
Issue
1 &
2
February
2004
, pages 39
- 62
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Number of References: 21
Formats available:
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(English)
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Abstract
This paper is concerned with nonparametric binomial regression. A kernel-based binomial regression estimator and its bias-adjusted version are proposed, of which kernel is weighted by the inverse of a variance estimator of the observed proportion at each covariate. It is shown that the asymptotic normality of the bias-adjusted estimator holds under some regularity conditions. The proposed estimators and other estimators discussed by several authors are compared through their asymptotic MSEs. From these considerations, together with the simulation results, advantages of our weighting scheme are reported.
|
| Keywords: Binomial regression; Kernel; MSE; Weighting |
| view references (21) : view citations |

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