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西田 喜平次 所属 京都産業大学 経営学部 マネジメント学科 職種 准教授 |
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| 言語種別 | 英語 |
| 発行・発表の年月 | 2015/05 |
| 形態種別 | 研究論文 |
| 査読 | 査読あり |
| 標題 | On Variance-Stabilizing Multivariate Non Parametric Regression Estimation |
| 執筆形態 | その他 |
| 掲載誌名 | Communications in Statistics - Theory and Methods |
| 掲載区分 | 国外 |
| 出版社・発行元 | Taylor and Francis |
| 巻・号・頁 | 44(10),pp.pp.2151-2175 |
| 担当区分 | 筆頭著者,責任著者 |
| 著者・共著者 | Kiheiji NISHIDA,Yuichiro KANAZAWA |
| 概要 | The mean squared error (MSE)-minimizing local variable bandwidth for the univariate local linear estimator (the LL) is well-known. This bandwidth does not stabilize variance over the domain. In this paper, we propose a variance-stabilizing (VS) local variable diagonal bandwidth matrix for the multivariate LL estimator. Theoretically, the VS bandwidth can outperform the multivariate extension of the MSE-minimizing local variable scalar bandwidth in terms of asymptotic mean integrated squared error and can avoid discontinuity created by the MSE-minimizing bandwidth. We present an algorithm for estimating the VS bandwidth and simulation studies. |
| DOI | 10.1080/03610926.2013.775298 |
| ISSN | 0361-0926/1532-415X |
| PermalinkURL | https://tsukuba.repo.nii.ac.jp/?action=repository_uri&item_id=34995&file_id=17&file_no=1 |