High-order data sharpening with dependent errors for regression bias reduction

Xuyang He, Yuexiang Jiang and Jiazhen Wang

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 23, 5748-5755

Abstract: In this paper, we show that Y can be introduced into data sharpening to produce non-parametric regression estimators that enjoy high orders of bias reduction. Compared with those in existing literature, the proposed data-sharpening estimator has advantages including simplicity of the estimators, good performance of expectation and variance, and mild assumptions. We generalize this estimator to dependent errors. Finally, we conduct a limited simulation to illustrate that the proposed estimator performs better than existing ones.

Date: 2019
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DOI: 10.1080/03610926.2018.1520885

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