Accession Number : ADA133236

Title :   On Jackknifing Kernel Regression Function Estimators.

Descriptive Note : Technical rept.,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL INST OF STATISTICS

Personal Author(s) : Hardle,Wolfgang

PDF Url : ADA133236

Report Date : May 1983

Pagination or Media Count : 12

Abstract : Estimation of the value of a regression function at a point of continuity using a kernal-type estimator is discussed and improvements of the technique by a generalized jackknife estimator are presented. It is shown that the generalized jackknife technique produces estimators with faster bias rates. In a small example it is investigated, if the generalized jackknife method works for all choices of bandwidths. It turns out that an improper choice of this parameter may inflate the mean square error of the generalized jackknife estimator. (Author)

Descriptors :   *Regression analysis, *Nonparametric statistics, *Estimates, Value, Continuity, Rates, Bias, Reduction, Bivariate analysis, Computations, Random variables

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE