Monotonicity preservation properties of kernel regression estimators
نویسندگان
چکیده
Three common classes of kernel regression estimators are considered: the Nadaraya–Watson (NW) estimator, Priestley–Chao (PC) and Gasser–Müller (GM) estimator. It is shown that (i) GM estimator has a certain monotonicity preservation property for any K, (ii) NW this if only K log concave, (iii) PC does not have K. Other related properties these discussed.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2021
ISSN: ['1879-2103', '0167-7152']
DOI: https://doi.org/10.1016/j.spl.2021.109157