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Nadaraya-Watson Estimator

An estimator used to estimate regression functions based on data {𝑥 . The estimator produces an estimate of Y at any requested value of X (not only the ones in the 𝑖 , 𝑦𝑖} data). A kernel function is used to assign weights to be put on values in the data near X in estimating Y.

Nadaraya-Watson Estimator

51 thoughts on “Nadaraya-Watson Estimator

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