Two-stage sequential procedure for nonparametric regression estimation

Dharmasena, L. Sandamali, Zeephongsekul, P. and de Silva, Basil M. 2008, Two-stage sequential procedure for nonparametric regression estimation, ANZIAM journal, vol. 49, pp. 699-716.

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Title Two-stage sequential procedure for nonparametric regression estimation
Author(s) Dharmasena, L. SandamaliORCID iD for Dharmasena, L. Sandamali
Zeephongsekul, P.
de Silva, Basil M.
Journal name ANZIAM journal
Volume number 49
Start page 699
End page 716
Total pages 18
Publisher University of Adelaide, Dept. of Applied Mathematics
Place of publication Adelaide, S. A.
Publication date 2008
ISSN 1446-1811
Summary 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.
Language eng
Field of Research 089999 Information and Computing Sciences not elsewhere classified
Socio Economic Objective 970108 Expanding Knowledge in the Information and Computing Sciences
HERDC Research category C1.1 Refereed article in a scholarly journal
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Document type: Journal Article
Collection: School of Information and Business Analytics
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