• Title/Summary/Keyword: 국소선형 준가능도 추정량

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Sparse Design Problem in Local Linear Quasi-likelihood Estimator (국소선형 준가능도 추정량의 자료 희박성 문제 해결방안)

  • Park, Dong-Ryeon
    • The Korean Journal of Applied Statistics
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    • v.20 no.1
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    • pp.133-145
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    • 2007
  • Local linear estimator has a number of advantages over the traditional kernel estimators. The better performance near boundaries is one of them. However, local linear estimator can produce erratic result in sparse regions in the realization of the design and to solve this problem much research has been done. Local linear quasi-likelihood estimator has many common properties with local linear estimator, and it turns out that sparse design can also lead local linear quasi-likelihood estimator to erratic behavior in practice. Several methods to solve this problem are proposed and their finite sample properties are compared by the simulation study.