{"title":"多协变量核二元回归","authors":"Hidenori Okumura","doi":"10.14490/JJSS.41.001","DOIUrl":null,"url":null,"abstract":"In this paper, we consider kernel-based estimators in the nonparametric binary regression problem with multidimensional covariates. We propose a local linear type estimator of the response probability function with kernel weighted at each observed covariate. In addition, we discuss the rule of thumb bandwidth selector and the plug-in bandwidth selector. The efficiency of the weighted local linear estimator is determined from results of asymptotic properties and our simulation study.","PeriodicalId":326924,"journal":{"name":"Journal of the Japan Statistical Society. Japanese issue","volume":"39 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2011-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"KERNEL BINARY REGRESSION WITH MULTIPLE COVARIATES\",\"authors\":\"Hidenori Okumura\",\"doi\":\"10.14490/JJSS.41.001\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we consider kernel-based estimators in the nonparametric binary regression problem with multidimensional covariates. We propose a local linear type estimator of the response probability function with kernel weighted at each observed covariate. In addition, we discuss the rule of thumb bandwidth selector and the plug-in bandwidth selector. The efficiency of the weighted local linear estimator is determined from results of asymptotic properties and our simulation study.\",\"PeriodicalId\":326924,\"journal\":{\"name\":\"Journal of the Japan Statistical Society. Japanese issue\",\"volume\":\"39 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2011-08-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the Japan Statistical Society. Japanese issue\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.14490/JJSS.41.001\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the Japan Statistical Society. Japanese issue","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.14490/JJSS.41.001","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
In this paper, we consider kernel-based estimators in the nonparametric binary regression problem with multidimensional covariates. We propose a local linear type estimator of the response probability function with kernel weighted at each observed covariate. In addition, we discuss the rule of thumb bandwidth selector and the plug-in bandwidth selector. The efficiency of the weighted local linear estimator is determined from results of asymptotic properties and our simulation study.