An Upper Bound of the Bias of Nadaraya-Watson Kernel Regression under Lipschitz Assumptions
The Nadaraya-Watson kernel estimator is among the most popular nonparameteric regression technique thanks to its simplicity. Its asymptotic bias has been studied by Rosenblatt in 1969 and has been reported in several related literature. However, given its asymptotic nature, it gives no access to a h...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-12-01
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| Series: | Stats |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-905X/4/1/1 |