Moving Local Regression: The Weight Function

Valery V. Fedorov, Peter Hackl, Werner Müller

Publikation: Working/Discussion PaperWU Working Paper

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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)
OriginalspracheEnglisch
ErscheinungsortVienna
HerausgeberDepartment of Statistics and Mathematics, WU Vienna University of Economics and Business
PublikationsstatusVeröffentlicht - 1992

Publikationsreihe

NameForschungsberichte / Institut für Statistik
Nr.25

WU Working Paper Reihe

  • Forschungsberichte / Institut für Statistik

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