Nonparametric Kernel Regression Function Estimation with Bootstrap Method

  • Kim, Dae-Hak (Department of Statistics, Pusan University of Foreign Studies, Nam, Pusan 608-738)
  • Published : 1993.12.01

Abstract

In recent years, kernel type estimates are abundant. In this paper, we propose a bandwidth selection method for kernel regression of fixed design based on bootstrap procedure. Mathematical properties of proposed bootstrap-based bandwidth selection method are discussed. Performance of the proposed method for small sample case is compared with that of cross-validation method via a simulation study.

Keywords

References

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