Improvement of Boundary Bias in Nonparametric Regression via Twicing Technique

  • Jo, Jae-Keun (Department of Computer Science and Statistics, Kyungsung University)
  • Published : 1997.08.01

Abstract

In this paper, twicing technique for the improvement of asymptotic boundary bias in nonparametric regression is considered. Asymptotic mean squared errors of the nonparametric regression estimators are derived at the boundary region by twicing the Nadaraya-Waston and local linear smoothing. Asymptotic biases of the resulting estimators are of order$h^2$and$h^4$ respectively.

Keywords

References

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