The Nadaraya–Watson estimator is among the most studied nonparametric regression methods. A classical result is that its convergence rate depends on the number of covariates and deteriorates quickly ...

We explore the aims of, and relationships between, various kernel-type regression estimators. To do so, we identify two general types of (direct) kernel estimators differing in their treatment of the ...

Apply resampling methods in order to obtain additional information about fitted models. Optimize fitting procedures to improve prediction accuracy and interpretability. Understand the benefits and ...