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Dergiler / Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi / 2018 / Cilt: 22 - Sayı: 2

On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size

Muhammad HANIF
Shabnam SHAHZADİ
Usman SHAHZAD
NURSEL KOYUNCU
Sayfa
511–520
DOI
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

The results obtained from the simulation study have showed that Adaptive Nadaraya Watson estimator has better performance than the Nadaraya Watson Kernel estimator.

📌 3 Maddede Bu Makale

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Amaç & Hipotez:In this paper, we studied an Adaptive Nadaraya Watson kernel estimator to check the bias effect on both side of the discontinuity in the presence of jump size for regression discontinuity model.
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Temel Bulgular & Veri:We have also compared with the asymptotic normality of the Mean Integrated Square Error (MISE) of Adaptive Nadaraya Watson kernel estimator and Nadaraya Watson kernel estimator.
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Sonuç & Katkı:The results obtained from the simulation study have showed that Adaptive Nadaraya Watson estimator has better performance than the Nadaraya Watson Kernel estimator.
🔬Tür:Modelleme & Sayısal Simülasyon
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Adaptive Nadaraya Watson · Jump size · Mean Integrated Square Error

Özet

In this paper, we studied an Adaptive Nadaraya Watson kernel estimator to check the bias effect on both side of the discontinuity in the presence of jump size for regression discontinuity model. We have proposed the modified Adaptive Nadaraya Watson kernel estimator and derived its normality andvariance. We have also compared with the asymptotic normality of the Mean Integrated Square Error (MISE) of Adaptive Nadaraya Watson kernel estimator and Nadaraya Watson kernel estimator. The results obtained from the simulation study have showed that Adaptive Nadaraya Watson estimator has better performance than the Nadaraya Watson Kernel estimator.

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Bu Makaleye Atıf Yap

HANIF, M., SHAHZADİ, S., SHAHZAD, U., KOYUNCU, N. (2018). On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size. Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi, Cilt: 22 - Sayı: 2, 511–520. https://ajindex.com/articles/309886

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Kaynakça (11)

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