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Moving Local Regression: The Weight Function

Fedorov, Valery V. and Hackl, Peter and Müller, Werner (1992) Moving Local Regression: The Weight Function. Forschungsberichte / Institut für Statistik, 25. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

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Abstract

Moving local regression is a nonparametric technique for smoothing, interpolating and forecasting by means of locally fitted regression models. The paper explores the "optimal" structure of the weight function, taking into account the location of supporting points and the suspected behaviour of the remainder term, and surveys results on choice of weight functions in traditional moving local regression approaches. (author's abstract)

Item Type: Paper
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 11 Jul 2006 10:47
Last Modified: 19 Apr 2015 14:51
URI: http://epub.wu.ac.at/id/eprint/252

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