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The Choice of Weights in Kernel Regression Estimation

✍ Scribed by Theo Gasser and Joachim Engel


Book ID
124299671
Publisher
Oxford University Press
Year
1990
Tongue
English
Weight
567 KB
Volume
77
Category
Article
ISSN
0006-3444

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The Hilbert Kernel Regression Estimate
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Let (X, Y ) be an R d \_R-valued regression pair, where X has a density and Y is bounded. If n i.i.d. samples are drawn from this distribution, the Nadaraya Watson kernel regression estimate in R d with Hilbert kernel K(x)=1Γ‚&x& d is shown to converge weakly for all such regression pairs. We also sh