Undergraduate Honors Theses

Thesis Defended

Spring 2018

Document Type

Thesis

Type of Thesis

Departmental Honors

Department

Economics

First Advisor

Carlos Martins-Filho

Abstract

In this note we investigate the order of the unconditional bias of the Nadarya-Watson (Nadaraya, 1964; Watson, 1964) estimator for a multivariate regression. Surprisingly, previous attempts in establishing this result are either imprecise and technically deficient, or of limited use given the assumptions imposed (see inter alia, Glad (1998), Mack and Müller (1988), Pagan and Ullah (1999), and Scott (2015)). The results are also often conflicting (see inter alia, Choi et al. (2000), Chu and Marron (1991), Collomb (1981), and Glad (1998)). Unfortunately, our result here is incomplete, but we highlight the issues and suggest further ideas to resolve them.

Share

COinS