Resource title

Moving Local Regression: The Weight Function

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Resource description

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) ; Series: Forschungsberichte / Institut für Statistik

Resource author

Valery V. Fedorov, Peter Hackl, Werner Müller

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Resource language

en

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application/pdf

Resource resource URL

http://epub.wu.ac.at/252/1/document.pdf

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