ON THE ADAPTIVE NADARAYA-WATSON KERNEL REGRESSION ESTIMATORS

Demir S., Toktamis O.

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, cilt.39, sa.3, ss.429-437, 2010 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 39 Sayı: 3
  • Basım Tarihi: 2010
  • Dergi Adı: HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, TR DİZİN (ULAKBİM)
  • Sayfa Sayıları: ss.429-437
  • Hacettepe Üniversitesi Adresli: Evet

Özet

Nonparametric kernel estimators are widely used in many research areas of statistics. An important nonparametric kernel estimator of a regression function is the Nadaraya-Watson kernel regression estimator which is often obtained by using a fixed bandwidth. However, the adaptive kernel estimators with varying bandwidths are specially used to estimate density of the long-tailed and multi-mod distributions. In this paper, we consider the adaptive Nadaraya-Watson kernel regression estimators. The results of the simulation study show that the adaptive Nadaraya-Watson kernel estimators have better performance than the kernel estimations with fixed bandwidth.