Journal of the Korean Statistical Society

  • 제33권4호
  • /
  • Pages.435-447
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  • 2004
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  • 1226-3192(pISSN)
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  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

ON MARGINAL INTEGRATION METHOD IN NONPARAMETRIC REGRESSION

  • 발행 : 2004.12.01
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초록

In additive nonparametric regression, Linton and Nielsen (1995) showed that the marginal integration when applied to the local linear smoother produces a rate-optimal estimator of each univariate component function for the case where the dimension of the predictor is two. In this paper we give new formulas for the bias and variance of the marginal integration regression estimators which are valid for boundary areas as well as fixed interior points, and show the local linear marginal integration estimator is in fact rate-optimal when the dimension of the predictor is less than or equal to four. We extend the results to the case of the local polynomial smoother, too.

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참고문헌

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