On the kernel estimation of the regression function
Other Title(s)
حول تقدير النواة لدالة الانحدار
Dissertant
Sammur, Muhammad Adil Abd Allah
Thesis advisor
Comitee Members
al-Rifi, Muhammad Ishaq
al-Talbani, Shadi Ismail
University
Islamic University
Faculty
Faculty of Science
Department
Department of Mathematics
University Country
Palestine (Gaza Strip)
Degree
Master
Degree Date
2015
English Abstract
In this study, we examined the relationship between the independent x and depen- dent y variables, and the axis of this thesis is focused on the method of how we can estimate the regression function, m(x), where m(x) = E(Y j X = x).
We used nonparametric estimation methods, using the local linear (LL) and the Nadaraya- Watson (NW) kernel estimators, to estimate the regression function, we derived the strong consistency and the asymptotic normality.
Also, the optimal problem of band- width selection is studied for the two estimators.
A theoretical comparison between the two estimators was given.
The performance of the two estimators in estimating the regression function was tested using two simulated data.
Finally the compari- son results proved that local linear kernel estimator is better than Nadaraya-Watson estimators.
Main Subjects
Topics
No. of Pages
82
Table of Contents
Table of contents.
Abstract.
Abstract in Arabic.
Introduction.
Chapter One : Basics and concepts.
Chapter Two : Nadaraya-Watson estimator.
Chapter Three : Local linear kernel estimator.
Chapter Four : Applications.
Conclusions.
References.
American Psychological Association (APA)
Sammur, Muhammad Adil Abd Allah. (2015). On the kernel estimation of the regression function. (Master's theses Theses and Dissertations Master). Islamic University, Palestine (Gaza Strip)
https://search.emarefa.net/detail/BIM-688003
Modern Language Association (MLA)
Sammur, Muhammad Adil Abd Allah. On the kernel estimation of the regression function. (Master's theses Theses and Dissertations Master). Islamic University. (2015).
https://search.emarefa.net/detail/BIM-688003
American Medical Association (AMA)
Sammur, Muhammad Adil Abd Allah. (2015). On the kernel estimation of the regression function. (Master's theses Theses and Dissertations Master). Islamic University, Palestine (Gaza Strip)
https://search.emarefa.net/detail/BIM-688003
Language
English
Data Type
Arab Theses
Record ID
BIM-688003
