Minimally Biased Nonparametric Regression and Autoregression
A nonparametric regression estimator is introduced which adapts to the smoothness of the unknown function being estimated. This property allows the new estimator to automatically achieve minimal bias over a large class of locally smooth functions without changing the rate at which the variance conv...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2008-06-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/61 |