Abstract
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.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Communications in Statistics - Simulation and Computation
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
