Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels
This paper introduces a local linear smoother for regression surfaces on the simplex. The estimator solves a least-squares regression problem weighted by a locally adaptive Dirichlet kernel, ensuring good boundary properties. Asymptotic results for the bias, variance, mean squared error, and mean integrated squared error are derived, generalizing the univariate results of Chen (Ann Inst Stat Math, 54(2):312-323, 2002). A simulation study shows that the proposed local linear estimator with Dirichlet kernel outperforms its only direct competitor in the literature, the Nadaraya-Watson estimator with Dirichlet kernel due to Bouzebda et al. (AIMS Math 9(9):26195-26282, 2024).
Authors
- Christian Genest (ORCID: https://orcid.org/0000-0002-1764-0202)
- Frédéric Ouimet (ORCID: https://orcid.org/0000-0001-7933-5265)
Institutions
- McGill University (CA)
Publication Details
- Journal
- Statistical Papers
- Published
- 2025-05-14
- DOI
- https://doi.org/10.1007/s00362-025-01708-8
- Citations
- 2
- Primary Topic
- Advanced Numerical Analysis Techniques
- Type
- article
- Field-Weighted Citation Impact
- 2.67
Funders
- Canada Research Chairs
- Alliance de recherche numérique du Canada
- Natural Sciences and Engineering Research Council of Canada