A boundary kernel for local polynomial regression |
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Authors: | Jianping Dong Renfang Jiang |
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Affiliation: | Department of Mathematical Sciences , Michigan Technological University , Houghton, Michigan, MI 49931, U.S.A |
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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. |
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Keywords: | nonparametric regression edge effects |
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