The results of the simulation study show that the adaptive Nadaraya-Watson kernel estimators have better performance than the kernel estimations with fixed bandwidth.
📌 3 Key Takeaways
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Objective & Hypothesis:Nonparametric kernel estimators are widely used in many research areas of statistics.
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Key Findings & Data:An important nonparametric kernel estimator of a regression function is the Nadaraya-Watson kernel regression estimator which is often obtained by using a fixed bandwidth.
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Conclusion & Impact:The results of the simulation study show that the adaptive Nadaraya-Watson kernel estimators have better performance than the kernel estimations with fixed bandwidth.
Nonparametric kernel estimators are widely used in many research areas of statistics. An important nonparametric kernel estimator of a regression function is the Nadaraya-Watson kernel regression estimator which is often obtained by using a fixed bandwidth. However, the adaptive kernel estimators with varying bandwidths are specially used to estimate density of the long-tailed and multi-mod distributions. In this paper, we consider the adaptive Nadaraya-Watson kernel regression estimators. The results of the simulation study show that the adaptive Nadaraya-Watson kernel estimators have better performance than the kernel estimations with fixed bandwidth.
Demir, S., Toktamiş, Ö. (2010). ON THE ADAPTIVE NADARAYA-WATSON KERNEL REGRESSION ESTIMATORS. Hacettepe Journal of Mathematics and Statistics, Volume: 39 Issue: 3. https://ajindex.com/articles/1403702