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1997-06-02Buch DOI: 10.18452/3842
The Efficiency of Bias-Corrected Estimators for Nonparametric Kernel Estimation Based on Local Estimating Equations
dc.contributor.authorKauermann, Göran
dc.contributor.authorMüller, Marlene
dc.contributor.authorCarroll, Raymond J.
dc.date.accessioned2017-06-15T22:19:04Z
dc.date.available2017-06-15T22:19:04Z
dc.date.created2006-06-08
dc.date.issued1997-06-02
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4494
dc.description.abstractStuetzle and Mittal (1979) for ordinary nonparametric kernel regression and Kauermann and Tutz (1996) for nonparametric generalized linear model kernel regression constructed estimators with lower order bias than the usual estimators, without the need for devices such as second derivative estimation and multiple bandwidths of different order. We derive a similar estimator in the context of local (multivariate) estimation based on estimating functions. As expected, this lower order bias is bought at a cost of increased variance. Surprisingly, when compared to ordinary kernel and local linear kernel estimators, the bias-corrected estimators increase variance by a factor independent of the problem, depending only on the kernel used. The variance increase is approximately 40% and more for kernels in standard use. However, the variance increase is still less than that incurred when undersmoothing a local quadratic regression estimator.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectBootstrapeng
dc.subjectNonparametric Regressioneng
dc.subjectEstimating Equationseng
dc.subjectGeneralized Linear Modelseng
dc.subjectLocal Linear Regressioneng
dc.subjectBias Reductioneng
dc.subject.ddc330 Wirtschaft
dc.titleThe Efficiency of Bias-Corrected Estimators for Nonparametric Kernel Estimation Based on Local Estimating Equations
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10064567
dc.identifier.doihttp://dx.doi.org/10.18452/3842
dc.subject.dnb17 Wirtschaft
local.edoc.pages8
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-year1997
dc.identifier.zdb2135319-0
bua.series.nameSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
bua.series.issuenumber1997,70

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