Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Shifted Nadaraya Watson Estimator

  • Chung, Sung-S. (Department of Statistics, Chonbuk National University)
  • Published : 1997.12.01
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Abstract

The local linear estimator usually has more attractive properties than Nadaraya-Watson estimator. But the local linear estimator gives bad performance where data are sparse. Muller and Song proposed Shifted Nadaraya Watson estimator which has treated data sparsity well. We show that Shifted Nadaraya Watson estimator has good performance not only in the sparse region but also in the dense region, through the simulation study. Ans we suggest the boundary treatment of Shifted Nadaraya Watson estimator.

Keywords

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