Choice of the Bandwidth Ratio in Rice's Boundary Modification

10.29973/JCSA.200609.0002

Ming-Yen Cheng

boundary effect ； boundary kernel ； exact mean squared error ； kernel smoothing ； local linear smoothing

中國統計學報

44卷3期（2006 / 09 / 01）

235 - 251

英文

Rice (1984) proposed a boundary modified kernel regression method which linearly combines two kernel regression estimators based on different bandwidths. In the context of density estimation, advantages of this method over two other popular approaches, local linear fitting and the boundary kernels of Müller (1991), are discussed. Selection of the ratio of the two bandwidths is studied. Asymptotic and exact mean squared errors are provided as tools to analyze the problem. In the case of Normal kernels, keeping the bandwidth ratio fixed, for ease and speed of implementation, and a specific bandwidth ratio are suggested.

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