Nearest neighbor estimates of regression

Kjell A. Doksum, Jiancheng Jiang, Bo Sun and Shuzhen Wang

Computational Statistics & Data Analysis, 2017, vol. 110, issue C, 64-74

Abstract: New nearest neighbor estimators of the nonparametric regression function and its derivatives are developed. Asymptotic normality is obtained for the proposed estimators over the interior points and the boundary region. Connections with other estimators such as local polynomial smoothers are established. The proposed estimators are boundary adaptive and extensions of the Stute estimators. Asymptotic minimax risk properties are also established for the proposed estimators. Simulations are conducted to compare the performance of the proposed estimators with others.

Keywords: Empirical plug-in estimation; Local polynomial; Boundary adaptive; Minimax efficiency (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:110:y:2017:i:c:p:64-74

DOI: 10.1016/j.csda.2016.12.014

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