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CLASSES OF ADAPTIVE ESTIMATORS TO NONPARAMETRIC REGRESSION
Keywords:
adaptive estimator, nonparametric regression, quasi-range, varying bandwidth, pilot density, confidence bandsDOI:
https://doi.org/10.17654/0972086325009Abstract
Classes of adaptive kernel regression estimators are developed under nonparametric regression. These estimators are based on varying bandwidths which are dependent on pilot densities and functions of order statistic. The distributional properties of these estimators are derived. The performance is evaluated through simulation studies. Also, we obtain confidence bands for the proposed estimators and illustrate their application with an example.
Received: March 4, 2025
Accepted: May 12, 2025
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