On the Convolution Type Kernel Regression Estimator
نویسندگان
چکیده
This paper discusses modiications of the convolution type kernel regression estimator. One modiication uses kernel quantile estimators and is analyzed more detailed. This regression estimator combines advantages of local polynomial and kernel regression estimators and can be applied for small to large sample size. Its properties are illustrated by simulation results and asymptotic theory. Especially the minor eeect of bandwidth choice for the kernel quantile estimator on the regression estimator is demonstrated. A simple adaptation on sample size leads to an interesting regression estimator.
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