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On Convex Combination of Local Constant Regression
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 Title & Authors
On Convex Combination of Local Constant Regression
Mun, Jung-Won; Kim, Choong-Rak;
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Local polynomial regression is widely used because of good properties such as such as the adaptation to various types of designs, the absence of boundary effects and minimax efficiency Choi and Hall (1998) proposed an estimator of regression function using a convex combination idea. They showed that a convex combination of three local linear estimators produces an estimator which has the same order of bias as a local cubic smoother. In this paper we suggest another estimator of regression function based on a convex combination of five local constant estimates. It turned out that this estimator has the same order of bias as a local cubic smoother.
Bandwidth;Bias;Kernel;Local polynomial regression;
 Cited by
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