Abstract
A data dependent method of estimating a regression function is proposed here. The model is allowed to be heteroscedastic. Applications to piecewise polynomial, spline, orthogonal series, kernel and nearest neighbor methods are discussed.
Citation
Prabir Burman. Keh-Wei Chen. "Nonparametric Estimation of a Regression Function." Ann. Statist. 17 (4) 1567 - 1596, December, 1989. https://doi.org/10.1214/aos/1176347382
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