Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of Nadaraya-Watson kernel regression using the C# language. NW kernel regression is simple to implement and is ...

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 ...