Choice of the bandwidth ratio in Rice's boundary modification
Resource
中國統計學報 44(3),235-251
Journal
中國統計學報,44
Pages
235-251
Date Issued
2006
Date
2006
Author(s)
DOI
20060927121123929369
Abstract
Rice (1984) proposed a boundary modified kernel regression method which linearly
combines two kernel regression estimators based on different bandwidths. In the context
of density estimation, advantages of this method over two other popular approaches,
local linear fitting & the boundary kernels of M¨uller (1991), are discussed. Selection of
the ratio of the two bandwidths is studied. Asymptotic & exact mean squared errors
are provided as tools to analyze the problem. In the case of Normal kernels, keeping the
bandwidth ratio fixed, for ease & speed of implementation, & a specific bandwidth
ratio are suggested.
Subjects
boundary effect
boundary kernel
exact mean squared error
kernel
smoothing
smoothing
local linear smoothing
Type
journal article
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