A bias corrected nonparametric regression estimator
نویسندگان
چکیده
منابع مشابه
Robust Nonparametric Bias-Corrected Inference in the Regression Discontinuity Design∗
In the regression discontinuity design units are assigned treatment based on whether their value of an observed covariate exceeds a known cutoff. Local polynomial estimators are now routinely employed to construct confidence intervals for treatment effects in this design. The performance of these confidence intervals in applications, however, may be seriously hampered by their sensitivity to th...
متن کاملBias Adjustment for a Nonparametric Entropy Estimator
Zhang in 2012 introduced a nonparametric estimator of Shannon’s entropy, whose bias decays exponentially fast when the alphabet is finite. We propose a methodology to estimate the bias of this estimator. We then use it to construct a new estimator of entropy. Simulation results suggest that this bias adjusted estimator has a significantly lower bias than many other commonly used estimators. We ...
متن کاملRobust nonparametric kernel regression estimator
In robust nonparametric kernel regression context,weprescribemethod to select trimming parameter and bandwidth. Through solving estimating equations, we control outlier effect through combining weighting and trimming. We show asymptotic consistency, establish bias, variance properties and derive asymptotics. © 2016 Elsevier B.V. All rights reserved.
متن کاملBias-corrected random forests in regression
This article may be used for research, teaching, and private study purposes. Any substantial or systematic reproduction, redistribution, reselling, loan, sub-licensing, systematic supply, or distribution in any form to anyone is expressly forbidden. The publisher does not give any warranty express or implied or make any representation that the contents will be complete or accurate or up to date...
متن کاملnprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference∗
Nonparametric kernel density and local polynomial regression estimators are very popular in Statistics, Economics, and many other disciplines. They are routinely employed in applied work, either as part of the main empirical analysis or as a preliminary ingredient entering some other estimation or inference procedure. This article describes the main methodological and numerical features of the ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2012
ISSN: 0167-7152
DOI: 10.1016/j.spl.2011.10.006