Sequential design for local bandwidth response curve estimator

Suppose we want to estimate the response curve using a kernel estimator. Wh en we perform an experiment to estimate the response curve, we usually deci de on the location of all the design points in advance of the experiment. M uller and Schmitt (1988) propose the optimal design, but in practice, we ne ed some prior information about response curve to construct such a design. Park and Faraway (1998) present the sequential design for the global bandwi dth estimator and show that their sequential design is asymptotically equiv alent to the optimal design and is more efficient than the evenly spaced de sign. However, the sequential design points will be unequally spaced and so using a global bandwidth may not be appropriate. In this paper, we present the sequential design for the local bandwidth response curve estimator.