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Optimal designs for nonparametric kernel regression

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  • Müller, Hans-Georg

Abstract

We consider the fixed design regression model Yi = g(ti) + [xi]i, I = 1, ..., n, where [xi]i are (not necessarily i.i.d.) no variables, ti constitute the design points where nonrepeatable measurements are to be taken and Yi are the observations from which g and its derivatives are to be estimated. The dependency of the Integrated Mean Squared Error of two different types of kernel estimates on the design {t1, ..., tn} is established. This allows the derivation of asymptotically optimal designs.

Suggested Citation

  • Müller, Hans-Georg, 1984. "Optimal designs for nonparametric kernel regression," Statistics & Probability Letters, Elsevier, vol. 2(5), pages 285-290, October.
  • Handle: RePEc:eee:stapro:v:2:y:1984:i:5:p:285-290
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    Cited by:

    1. Biedermann, Stefanie & Dette, Holger, 2000. "Minimax optimal designs for nonparametric regression - a further optimality property of the uniform distribution," Technical Reports 2000,43, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    2. Greenwood, Allen G. & Rees, Loren Paul & Siochi, Fernando C., 1998. "An investigation of the behavior of simulation response surfaces," European Journal of Operational Research, Elsevier, vol. 110(2), pages 282-313, October.

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