Scientific Research and Essays

  • Abbreviation: Sci. Res. Essays
  • Language: English
  • ISSN: 1992-2248
  • DOI: 10.5897/SRE
  • Start Year: 2006
  • Published Articles: 2748

Full Length Research Paper

Modification of the adaptive Nadaraya-Watson kernel regression estimator

Khulood Hamed Aljuhani
  • Khulood Hamed Aljuhani
  • Statistics Department, King Abdulaziz University, Kingdom of Saudi Arabia, Saudi Arabia.
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Lutfiah Ismail Al turk
  • Lutfiah Ismail Al turk
  • Statistics Department, King Abdulaziz University, Kingdom of Saudi Arabia, Saudi Arabia.
  • Google Scholar


  •  Received: 14 October 2014
  •  Accepted: 14 November 2014
  •  Published: 30 November 2014

Abstract

Nadaraya-Watson (NW) kernel regression estimator is a widely used and flexible nonparametric estimator of a regression function, which is often obtained by using a fixed bandwidth. Several studies showed that the adaptive kernel estimators with varying bandwidths have better performance results. In this paper, a new improvement of the NW kernel regression estimator is proposed and the bandwidth of this new improvement is obtained depending on the range of the observations. Simulated example is presented, including comparisons with three others NW estimators. The performance of the proposed new estimator is evaluated via the MSE criterion. The results of the simulation study were very promising; it shows that our modified NW estimator performs well in all cases.
 
Key words: Nonparametric estimation, smoothing parameter, local bandwidth factor, Nadaraya-Watson kernel regression estimator, modified Nadaraya-Watson (NW) estimator.