Probability moments of nonparametric estimation of the regression function

MaRDI QIDQ1069235zbMATH OpenFDO

Authors A. N. Zavarin

Publication date 1985

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

biasderivativesfuzziness coefficientskernelprobability momentsregression functionremainder termsvariance

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Review text

Expressions are given and investigated for the first probability moments of the nonparametric estimation of the regression function and of its derivatives. The effects of the fuzziness coefficients and of the form of the kernel on the bias of the estimate and on its variance are considered.

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Cited in

(3)

• Expansion for moments of regression quantiles with applications to nonparametric testing
• Deviation moments of the substitution estimator and its piecewise smooth approximations
• A unified method to calculate the moments of the least squares estimators in nonlinear regression

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