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Monotonicity preservation properties of kernel regression estimators
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2021-05-20 , DOI: 10.1016/j.spl.2021.109157 Iosif Pinelis
中文翻译:
核回归估计量的单调保性
更新日期:2021-05-26
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2021-05-20 , DOI: 10.1016/j.spl.2021.109157 Iosif Pinelis
Three common classes of kernel regression estimators are considered: the Nadaraya–Watson (NW) estimator, the Priestley–Chao (PC) estimator, and the Gasser–Müller (GM) estimator. It is shown that (i) the GM estimator has a certain monotonicity preservation property for any kernel , (ii) the NW estimator has this property if and only the kernel is log concave, and (iii) the PC estimator does not have this property for any kernel . Other related properties of these regression estimators are discussed.
中文翻译:
核回归估计量的单调保性
考虑了三种常见的核回归估计器:Nadaraya-Watson(NW)估计器,Priestley-Chao(PC)估计器和Gasser-Müller(GM)估计器。结果表明:(i)GM估计量对于任何核都有一定的单调性保持性质。,(ii)当且仅当内核时,NW估计量才具有此属性 是对数凹入的,并且(iii)PC估计器对于任何内核都不具有此属性 。讨论了这些回归估计量的其他相关属性。