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Applied nonparametric methods

Wolfgang 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
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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)
Working Paper: Applied Nonparametric Methods (1992)
Working Paper: Applied Nonparametric Methods (1992) Downloads
Chapter: Applied nonparametric methods (1986) Downloads
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Persistent link: http://EconPapers.repec.org/RePEc:cor:louvco:1992003

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