Moving Local Regression: The Weight Function

Valery V. Fedorov, Peter Hackl, Werner Müller

Publication: Working/Discussion PaperWU Working Paper

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)
Original languageEnglish
Place of PublicationVienna
PublisherDepartment of Statistics and Mathematics, WU Vienna University of Economics and Business
Publication statusPublished - 1992

Publication series

NameForschungsberichte / Institut für Statistik
No.25

WU Working Paper Series

  • Forschungsberichte / Institut für Statistik

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