Moving Local Regression: The Weight Function

Valery V. Fedorov; Peter Hackl; Werner Müller

doi:10.57938/4450cb91-c930-4d17-a633-70a0c4bdf078

Moving Local Regression: The Weight Function

Valery V. Fedorov, Peter Hackl, Werner Müller

Institute for Statistics and Mathematics

Publication: Working/Discussion Paper › WU 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)

Original language	English
Place of Publication	Vienna
Publisher	Department of Statistics and Mathematics, WU Vienna University of Economics and Business
DOIs	https://doi.org/10.57938/4450cb91-c930-4d17-a633-70a0c4bdf078
Publication status	Published - 1992

Publication series

Series	Forschungsberichte / Institut für Statistik
Number	25

WU Working Paper Series

Forschungsberichte / Institut für Statistik

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10.57938/4450cb91-c930-4d17-a633-70a0c4bdf078Licence: Unspecified

DocumentFinal published version, 654 KBLicence: Unspecified

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Cite this

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