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Bandwidth choice for local polynomial estimation of smooth boundaries

Hall, Peter; Park, B

Description

Local polynomial methods hold considerable promise for boundary estimation, where they offer unmatched flexibility and adaptivity. Most rival techniques provide only a single order of approximation; local polynomial approaches allow any order desired. Their more conventional rivals, for example high-order kernel methods in the context of regression, do not have attractive versions in the case of boundary estimation. However, the adoption of local polynomial methods for boundary estimation is...[Show more]

CollectionsANU Research Publications
Date published: 2004
Type: Journal article
URI: http://hdl.handle.net/1885/78671
Source: Journal of Multivariate Analysis
DOI: 10.1016/j.jmva.2003.10.002

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