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.
![]()
|
PDF
document.pdf Download (669kB) |
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 08:47 |
Last Modified: | 22 Oct 2019 00:41 |
URI: | https://epub.wu.ac.at/id/eprint/252 |
Actions
![]() |
View Item |
Downloads
Downloads per month over past year