Near optimal weights in nonparametric regression under some common restrictions

David B. Holiday

Statistics & Probability Letters, 1995, vol. 22, issue 1, 33-42

Abstract: A fixed design nonparametric regression model having potentially correlated replicate measurements is considered. Optimal minimizers of the mean averaged squared error are derived under restrictions of symmetry and nonnegativity/normalization. The feasibility of a direct estimation strategy, naturally utilizing correlation, is discussed.

Keywords: Asymmetric; kernels; Correlated; errors; Linear; estimator; Mean; averaged; squared; error; Quadratic; programming (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (1)

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