EconPapers    
Economics at your fingertips  
 

Applied nonparametric methods

Wolfgang Karl Härdle

No 1992003, CORE Discussion Papers from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: In this note we review different approaches to non parametric regression. Kernel estimators are motivated from local averaging, solving ill-posed problems and weighting of binned data. Kernel estimators are compared to k-NN estimators and splines. The choice of smoothing paramet.er is discussed and finally the method is applied for nonparametric prediction of time series.

Date: 1992-01-01
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://alfresco.uclouvain.be/alfresco/download/att ... 2/coredp_1992_03.pdf (application/pdf)

Related works:
Working Paper: Applied Nonparametric Methods (1994) Downloads
Working Paper: Applied Nonparametric Methods (1992) Downloads
Working Paper: Applied Nonparametric Methods (1992)
Working Paper: Applied Nonparametric Methods (1992)
Working Paper: Applied Nonparametric Methods (1992) Downloads
Chapter: Applied nonparametric methods (1986) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:cor:louvco:1992003

Access Statistics for this paper

More papers in CORE Discussion Papers from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
Address: Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium)
Contact information at EDIRC.
Series data maintained by Alain GILLIS ().

 
Page updated 2014-12-12
Handle: RePEc:cor:louvco:1992003