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Preprint, Working Paper, ... |
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| Title: |
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Multiplicative Bias Corrected Nonparametric Smoothers with Application to Nuclear Energy Spectrum Estimation |
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| Author(s): |
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Nicolas Hengartner 1, Eric Matzner-Lober ( ) 2, Laurent Rouvière ( ) 2, 3, Thomas Burr 1 |
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| Abstract: |
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The paper presents a multiplicative bias reduction estimator for nonparametric regression. The approach consists to apply a multiplicative bias correction to an oversmooth pilot estimator. We study the asymptotic properties of the resulting estimate and prove that this estimate has zero asymptotic bias and the same asymptotic variance as the local linear estimate. Simulations show that our asymptotic results are available for small sample sizes. We also illustrate the benefit of this new method on nuclear energy spectrum estimation. |
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| Fulltext language: |
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English |
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| Production date: |
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2009-07-30 |
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| Keyword(s): |
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Nonparametric regression – bias reduction – local linear estimate |
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| Comment: |
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20 pages |
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