If you need an accessible version of this item please contact JSTOR User Support

Variable Bandwidth and Local Linear Regression Smoothers

Jianqing Fan and Irene Gijbels
The Annals of Statistics
Vol. 20, No. 4 (Dec., 1992), pp. 2008-2036
Stable URL: http://www.jstor.org/stable/2242378
Page Count: 29
  • Download PDF
  • Cite this Item

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If you need an accessible version of this item please contact JSTOR User Support
Variable Bandwidth and Local Linear Regression Smoothers
Preview not available

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.

Page Thumbnails

  • Thumbnail: Page 
2008
    2008
  • Thumbnail: Page 
2009
    2009
  • Thumbnail: Page 
2010
    2010
  • Thumbnail: Page 
2011
    2011
  • Thumbnail: Page 
2012
    2012
  • Thumbnail: Page 
2013
    2013
  • Thumbnail: Page 
2014
    2014
  • Thumbnail: Page 
2015
    2015
  • Thumbnail: Page 
2016
    2016
  • Thumbnail: Page 
2017
    2017
  • Thumbnail: Page 
2018
    2018
  • Thumbnail: Page 
2019
    2019
  • Thumbnail: Page 
2020
    2020
  • Thumbnail: Page 
2021
    2021
  • Thumbnail: Page 
2022
    2022
  • Thumbnail: Page 
2023
    2023
  • Thumbnail: Page 
2024
    2024
  • Thumbnail: Page 
2025
    2025
  • Thumbnail: Page 
2026
    2026
  • Thumbnail: Page 
2027
    2027
  • Thumbnail: Page 
2028
    2028
  • Thumbnail: Page 
2029
    2029
  • Thumbnail: Page 
2030
    2030
  • Thumbnail: Page 
2031
    2031
  • Thumbnail: Page 
2032
    2032
  • Thumbnail: Page 
2033
    2033
  • Thumbnail: Page 
2034
    2034
  • Thumbnail: Page 
2035
    2035
  • Thumbnail: Page 
2036
    2036