Multivariate locally weighted least squares regression

DOI10.1214/aos/1176325632zbMath0821.62020OpenAlexW1975285668MaRDI QIDQ1805555

Matthew P. Wand, David Ruppert

Publication date: 3 October 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325632

zbMATH Keywords

local polynomial fittingderivative estimationboundary effectskernel estimatornonparametric regressionconditional mean squared errorbandwidth matrixasymptotic conditional bias and varianceasymptotic bias and variancegeneral multivariate kernel weightshigher-order polynomial fitslocal quadratic regressionlocally weighted least squaresmultivariate local quadratic least squares regression estimatormultivariate predictor variablesweighted least squares matrix

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

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