earticle

논문검색

Technology Convergence (TC)

Nonparametric Estimation of Univariate Binary Regression Function

원문정보

초록

영어

We consider methods of estimating a binary regression function using a nonparametric kernel estimation when there is only one covariate. For this, the Nadaraya-Watson estimation method using single and double bandwidths are used. For choosing a proper smoothing amount, the cross-validation and plug-in methods are compared. In the real data analysis for case study, German credit data and heart disease data are used. We examine whether the nonparametric estimation for binary regression function is successful with the smoothing parameter using the above two approaches, and the performance is compared.

목차

Abstract
1. INTRODUCTION
2. NONPARAMETRIC FUNCTION ESTIMATION
2.1 Kernel Density Estimation
2.2 Binary Regression Function Estimation
2.3 Bandwidth Selection Method
3. DATA ANALYSIS
3.1 German Credit Data
3.2 Heart Disease Data
4. CONCLUDING REMARKS
REFERENCES

저자정보

  • Shin Ae Jung Manager, Automobile Insurance Team, Hanwha General Insurance, Korea
  • Kee-Hoon Kang Professor, Department of Statistics, Hankuk University of Foreign Studies, Korea

참고문헌

자료제공 : 네이버학술정보

    함께 이용한 논문

      ※ 기관로그인 시 무료 이용이 가능합니다.

      • 4,000원

      0개의 논문이 장바구니에 담겼습니다.