| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1146978 | Journal of Multivariate Analysis | 2009 | 22 Pages |
Abstract
This paper is concerned with data-based selection of the bandwidth for a data sharpening estimator in nonparametric regression. Two kinds of bandwidths are considered: a bandwidth vector which has a different bandwidth for each covariate, and a scalar bandwidth that is common for all covariates. A plug-in method is developed and its theoretical performance is fully investigated. The proposed plug-in method works efficiently in our simulation study.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Kanta Naito, Masahiro Yoshizaki,