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Bandwidth Estimation in Nadaraya-Watson Regression by f.zhydok is a document available to read on EtoBox.
This paper presents a new method for estimating the bandwidth parameter in Nadaraya-Watson kernel non-parametric regression using a universal threshold level and wavelet functions, which improves upon traditional fixed and variable bandwidth approaches. A simulation study demonstrates that the proposed method outperforms classical methods in terms of mean squared error (MSE) across various datasets. The authors conclude that their approach offers enhanced predictive accuracy for non-parametric regression an
- Author
- f.zhydok
- Language
- EN