Publication | Open Access
Nonparametric Estimation of a Regression Function
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1989
Year
Parameter EstimationEngineeringRegression AnalysisData ScienceBiostatisticsCurve FittingPublic HealthEstimation TheoryStatisticsRegressionData Dependent MethodOrthogonal SeriesMultivariate ApproximationNonparametric EstimationFunctional Data AnalysisNearest Neighbor MethodsEconometricsStatistical InferenceSemi-nonparametric Estimation
A data dependent method of estimating a regression function is proposed here. The model is allowed to be heteroscedastic. Applications to piecewise polynomial, spline, orthogonal series, kernel and nearest neighbor methods are discussed.