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A boundary kernel for local polynomial regression
Authors:Jianping Dong  Renfang Jiang
Affiliation:Department of Mathematical Sciences , Michigan Technological University , Houghton, Michigan, MI 49931, U.S.A
Abstract:We define and compute a boundary kernel for local polynomial regression, We prove that the new kernel provides improvement over the existing kernels, Simulations show the improvement in finite samples.
Keywords:nonparametric regression  edge effects
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