Two stage sequential procedure for nonparametric regression estimation

Dharmasena, S, Zeephongsekul, P and De Silva, B 2008, 'Two stage sequential procedure for nonparametric regression estimation', Australian and New Zealand Industrial and Applied Mathematics Journal, vol. 49, pp. C699-C716.


Document type: Journal Article
Collection: Journal Articles

Title Two stage sequential procedure for nonparametric regression estimation
Author(s) Dharmasena, S
Zeephongsekul, P
De Silva, B
Year 2008
Journal name Australian and New Zealand Industrial and Applied Mathematics Journal
Volume number 49
Start page C699
End page C716
Total pages 18
Publisher Cambridge University Press
Abstract In nonparametric statistics the functional form of the relationship between the response variable and its associated predictor variables is unspecified but it is assumed to be a smooth function. We develop a procedure for constructing a fixed width confidence interval for the predicted value at a specified point of the independent variable. The optimal sample size for constructing this interval is obtained using a two stage sequential procedure which relies on some asymptotic properties of the Nadaraya--Watson and local linear estimators. Finally, a large scale simulation study demonstrates the applicability of the developed procedure for small and moderate sample sizes. The procedure developed here should find wide applicability since many practical problems which arise in industry involve estimating an unknown function.
Subject Operations Research
Applied Statistics
Keyword(s) two-stage procedures
non-parametric regression
Copyright notice © 2008 Australian Mathematical Society
ISSN 1446-8735
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