Nonparametric estimation of a regression function

Authors
Burman, Prabir Chen, Keh-Wei
Citation
. Burman, Prabir et Chen, Keh-wei, Nonparametric estimation of a regression function, Annals of statistics , 17(4), 1989, pp. 1567-1607
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
17
Issue
4
Year of publication
1989
Pages
1567 - 1607
Database
ACNP
SICI code
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.