Modification of the adaptive Nadaraya-Watson kernel method for nonparametric regression (simulation study)

In this research, a new improvement of the Nadaraya-Watson kernel non parametric regression estimator is proposed and the bandwidth of this new improvement is obtained depending on the three different statistical indicators: robust mean, median and harmonic mean of kernel function instead of using g...

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Bibliographic Details
Published in:Communications in statistics. Simulation and computation 2022-02, Vol.51 (2), p.391-403
Main Author: Ali, Taha Hussein
Format: Article
Language:English
Subjects:
Bandwidth parameter
Nonparametric regression
NW kernel estimator
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Summary:In this research, a new improvement of the Nadaraya-Watson kernel non parametric regression estimator is proposed and the bandwidth of this new improvement is obtained depending on the three different statistical indicators: robust mean, median and harmonic mean of kernel function instead of using geometric and arithmetic mean, or R. Simulation study is presented, including comparisons with four others Nadaraya-Watson kernel estimators (classical methods). The proposed estimator in the case of harmonic mean is more accurate than all classical methods for all simulations based on MSE criteria.
ISSN:0361-0918
1532-4141
DOI:10.1080/03610918.2019.1652319