On the reweigted nadaraya-watson estimator of the conditional density function
Other Title(s)
حول مقدر نداريا-واتسن المحسن لدالة الكثافة المشروطة
Dissertant
Thesis advisor
Comitee Members
Ahmad, Hazim Ismail al-Shaykh
Uqaylan, Bashir Mamun
University
Islamic University
Faculty
Faculty of Science
Department
Department of Mathematics
University Country
Palestine (Gaza Strip)
Degree
Master
Degree Date
2015
English Abstract
The conditional probability density function plays an important role in statistics.
It describes the relationship between two random variables, the dependent variable Y and the independent variable X.
In this thesis, we studied the kernel estimation of the conditional density function when it is unknown.
Also, we studied the kernel estimation of the regression mean function.
Firstly, we have studied the Nadaraya-Watson kernel estimator of the conditional density function.
Then to overcome the weakness of it, we studied an improvement kernel estimator of the conditional density function, which is called the Reweigted Nadaraya-Watson estimator.
For both two estimators, we have established the following asymptotic properties, consistency, unbiasedness and normality for the kernel estimator of the conditional probability density function and the regression mean function.
Also, a theoretical comparisons between the two estimators has been given.
On the other hand, we have compared between them using two simulated data.
The results of the two comparison have indicated that the Reweigted Nadaraya-Watson estimator is better than the Nadaraya-Watson estimator.
Main Subjects
No. of Pages
70
Table of Contents
Table of contents.
Abstract.
Chapter One : Basics and concepts.
Chapter Two : Nadaraya-watson estimator.
Chapter Three : Reweighted nadaraya-watson estimator.
Chapter Four : Comparison and applications.
References.
Preface
American Psychological Association (APA)
al-Shair, Ibrahim Jamal Salim. (2015). On the reweigted nadaraya-watson estimator of the conditional density function. (Master's theses Theses and Dissertations Master). Islamic University, Palestine (Gaza Strip)
https://search.emarefa.net/detail/BIM-611187
Modern Language Association (MLA)
al-Shair, Ibrahim Jamal Salim. On the reweigted nadaraya-watson estimator of the conditional density function. (Master's theses Theses and Dissertations Master). Islamic University. (2015).
https://search.emarefa.net/detail/BIM-611187
American Medical Association (AMA)
al-Shair, Ibrahim Jamal Salim. (2015). On the reweigted nadaraya-watson estimator of the conditional density function. (Master's theses Theses and Dissertations Master). Islamic University, Palestine (Gaza Strip)
https://search.emarefa.net/detail/BIM-611187
Language
English
Data Type
Arab Theses
Record ID
BIM-611187
