A nonparametric regression method

Authors
Huang, ML Brill, PH
Citation
Ml. Huang et Ph. Brill, A nonparametric regression method, NONLIN ANAL, 47(3), 2001, pp. 1467-1475
Citations number
12
Categorie Soggetti
Mathematics
Journal title
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS
ISSN journal
0362546X → ACNP
Volume
47
Issue
3
Year of publication
2001
Pages
1467 - 1475
Database
ISI
SICI code
0362-546X(200108)47:3<1467:ANRM>2.0.ZU;2-Z
Abstract
This paper introduces a nonparametric weighted regression method based on u sing a level crossing empirical distribution function. A weighted regressio n estimator is proposed. The mean square error of this estimator and compar ison of its performance with other regression estimators, are studied. Comp utational methods are developed and numerical results are obtained by using simulations.