Please use this identifier to cite or link to this item: https://doi.org/10.1016/S0047-259X(02)00026-X
Title: Convergence rate of the best-r-point-average estimator for the maximizer of a nonparametric regression function
Authors: Bai, Z.
Chen, Z. 
Wu, Y.
Keywords: Mode estimation
Order statistics
Spacings
Issue Date: Feb-2003
Citation: Bai, Z., Chen, Z., Wu, Y. (2003-02). Convergence rate of the best-r-point-average estimator for the maximizer of a nonparametric regression function. Journal of Multivariate Analysis 84 (2) : 319-334. ScholarBank@NUS Repository. https://doi.org/10.1016/S0047-259X(02)00026-X
Abstract: The best-r-point-average (BRPA) estimator of the maximizer of a regression function, proposed in Changchien (in: M.T. Chao, P.E. Cheng (Eds.), Proceedings of the 1990 Taipei Symposium in Statistics, June 28-30, 1990, pp. 63-78) has certain merits over the estimators derived through the estimation of the regression function. Some of the properties of the BRPA estimator have been studied in Chen et al. (J. Multivariate Anal. 57 (1996) 191) and Bai and Huang (Sankhya: Indian J. Statist. Ser. A. 61 (Pt. 2) (1999) 208-217). In this article, we further study the properties of the BRPA estimator and give its convergence rate under some quite general conditions. Simulation results are presented for the illustration of the convergence rate. Some comparisons with existing estimators such as the Müller estimator are provided. © 2003 Elsevier Science (USA). All rights reserved.
Source Title: Journal of Multivariate Analysis
URI: http://scholarbank.nus.edu.sg/handle/10635/105495
ISSN: 0047259X
DOI: 10.1016/S0047-259X(02)00026-X
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

SCOPUSTM   
Citations

1
checked on Jan 11, 2022

WEB OF SCIENCETM
Citations

1
checked on Jan 11, 2022

Page view(s)

175
checked on Jan 13, 2022

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.