ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Forthcoming Articles       Volume 2 Issue 4       Subscribe       Article       References       Related articles      
<< firstfirst   < prevprev   Table of contentstoc   next >next   last >>last
Publisher Logo Publication Cover
Search within this journal

Modification for boundary effects and jump points in nonparametric regression 

Authors: J. S. Wu a; C. K. Chu - b
Affiliations:   a Tamkang University, Taiwan
b Tsing Hua University, Taiwan
DOI: 10.1080/10485259308832563
Publication Frequency: 8 issues per year
Published in: journal Journal of Nonparametric Statistics, Volume 2, Issue 4 1993 , pages 341 - 354
Formats available: PDF (English)
Article Requests: Order Reprints : Request Permissions
View Article: View Article (PDF) View Article (PDF)


Abstract

For the fixed design nonparametric regression, boundary effects on kernel estimators are of two types. One is caused by the fact that the number of observations applied to kernel estimators in boundary regions is smaller than that in the interior. The other is caused by the jump points of the regression function or its derivatives. To deal with boundary effects of these two types, an extrapolation method is proposed to reuse the observations on boundary regions and neighborhoods of the jump points. The resulting regression function estimate is of the same performance as that obtained by a kernel estimator with boundary modification in the case that the regression function has continuous derivatives, in the sense of the mean average square error. If the derivatives of the regression function have jump points, then the resulting regression function estimate shows continuities at these jump points. For applications, a bandwidth selector is proposed. Almost sure convergence and asymptotic normality for the bandwidth produced by this bandwidth selector are proved.
Keywords: Nonparametric regression; kernel estimator; boundary effect; extrapolated data; jump point; cross-validation
view references (24)
Bookmark with:
  • CiteULike
  • Del.icio.us
  • BibSonomy
  • Connotea
  • More bookmarks
Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文(简体和繁體)
© 2009 Informa plc