Nursel KOYUNCU, Muhammad HANIF, Shabnam SHAHZADİ, Usman SHAHZAD

Sıçrama Büyüklü˘günde Süreksizlik Olması Durumunda Uyarlanabilir Nadaraya-Watson Kernel Tahmin Edicisi

Bu çalı¸smada, süreksiz regresyon modeli için sıçrama büyüklü˘günün varlı˘gında süreksizli˘gin her iki tarafı üzerine yan etkisini kontrol etmek için Uyarlanabilir Nadaraya Watson kernel tahmin edicisi çalı¸stık. Modifiye edilmi¸s Uyarlanabilir Nadaraya Watson kernel tahmin edicisi önerdik ve bunun normalli˘gi ve varyansını çıkarsadık. Ayni zamanda, Uyarlanabilir Nadaraya Watson kernel tahmin edicisi ve Nadaraya Watson kernel tahmin edicilerinin butunlesik hata kareler ortalaması ile karsıla¸stırma yaptık. Benzetim çalı¸sması sonucunda Uyarlamalı Nadaraya Watson tahmin edicisinin, Nadaraya Watson tahmin edicisinden daha iyi performans gösterdi˘gi görüldü.

On the Adaptive Nadaraya-Watson Kernel Estimator for the Discontinuity in the Presence of Jump Size

In this paper, we studied an Adaptive Nadaraya Watson kernel estimator tocheck the bias effect on both side of the discontinuity in the presence of jump size forregression discontinuity model. We have proposed the modified Adaptive NadarayaWatson kernel estimator and derived its normality and variance. We have also comparedwith the asymptotic normality of the Mean Integrated Square Error (MISE) of AdaptiveNadaraya Watson kernel estimator and Nadaraya Watson kernel estimator. The resultsobtained from the simulation study have showed that Adaptive NadarayaWatson estimatorhas better performance than the Nadaraya Watson Kernel estimator.

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