Modification of the adaptive Nadaraya-Watson kernel regression estimator
نویسندگان
چکیده
منابع مشابه
On the Adaptive Nadaraya-watson Kernel Regression Estimators
Nonparametric kernel estimators are widely used in many research areas of statistics. An important nonparametric kernel estimator of a regression function is the Nadaraya-Watson kernel regression estimator which is often obtained by using a fixed bandwidth. However, the adaptive kernel estimators with varying bandwidths are specially used to estimate density of the long-tailed and multi-mod dis...
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We consider a class of nonparametric time series regression models in which the regressor takes values in a sequence space and the data are stationary and weakly dependent. Technical challenges that hampered theoretical advances in these models include the lack of associated Lebesgue density and diffi culties with regard to the choice of dependence structure of the data generating process in th...
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ژورنال
عنوان ژورنال: Scientific Research and Essays
سال: 2014
ISSN: 1992-2248
DOI: 10.5897/sre2014.6121