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Kernel Regression When the Boundary Region is Large, with an Application to Testing the Adequacy of Polynomial Models

 

作者: JeffreyD. Hart,   ThomasE. Wehrly,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1992)
卷期: Volume 87, issue 420  

页码: 1018-1024

 

ISSN:0162-1459

 

年代: 1992

 

DOI:10.1080/01621459.1992.10476257

 

出版商: Taylor & Francis Group

 

关键词: Cross-validation;Goodness of fit;Nonparametric regression;Smoothing parameter selection

 

数据来源: Taylor

 

摘要:

It is well known that kernel regression estimators are subject to so-called boundary or edge effects, a phenomenon in which the bias of an estimator increases near the endpoints of the estimation interval. When the regression curve is linear or nearly linear, the requisite amount of smoothing is so great that the boundary region is effectively the entire estimation interval. Special boundary kernels are proposed here to deal with such cases. It is shown that the proposed kernel estimator has a property also enjoyed by cubic smoothing splines; namely, as the estimator's smoothing parameter becomes large, the estimator tends to a straight line. The limiting straight line is essentially the least squares line when the design points are equally spaced. A simple generalization of ideas in the linear case leads to kernel estimates that are polynomials of any given degree for large bandwidths. Such estimates are an important component of a proposed test for the adequacy of a polynomial model. The test statistic is the bandwidth chosen to minimize an estimated risk function. An example illustrates the usefulness of the new boundary kernels.

 

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