Journal of the Korean Statistical Society

  • 제30권1호
  • /
  • Pages.21-30
  • /
  • 2001
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
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A Study on Bandwith Selection Based on ASE for Nonparametric Regression Estimator

  • 발행 : 2001.03.01
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초록

Suppose we observe a set of data (X$_1$,Y$_1$(, …, (X$_{n}$,Y$_{n}$) and use the Nadaraya-Watson regression estimator to estimate m(x)=E(Y│X=x). in this article bandwidth selection problem for the Nadaraya-Watson regression estimator is investigated. In particular cross validation method based on average square error(ASE) is considered. Theoretical results here include a central limit theorem that quantifies convergence rates of the bandwidth selector.tor.

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참고문헌

  1. Journal of Multivariate Analysis v.20 Random approximations to some measures of accuracy in nonparametric curve estimation marron, J. S.;Hardle W.
  2. Journal of American Statistical Society v.83 How far are automatically chosen regression smoothing parameters from their optimum? Hardle, W.;Hall, P.;Marron, J. S.
  3. The Annals of Statistics v.13 Optimal bandwidth selection in nonparametric regression function estimation Hardle, W.;Marron, J. S.
  4. Journal of Multivariate Analysis v.62 A study on bandwidth selection in density estimation under dependence Kim, T. Y.;D. Cox
  5. Journal of Statistical Planning and Inference v.64 Central Limit theorem for quadratic errors of nonparametric estimators Kim, T. Y.