Do not weight for heteroscedasticity in nonparametric regression

Jones, M. C. (1993). Do not weight for heteroscedasticity in nonparametric regression. Australian Journal of Statistics, 35(1), pp. 89–92.

DOI (Digital Object Identifier) Link:	http://dx.doi.org/doi:10.1111/j.1467-842X.1993.tb01315.x
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Abstract

The potential role of weighting in kernel regression is examined. The concept that weighting has something to do with heteroscedastic errors is shown to be false. However, weighting does affect bias, and ways in which this might be exploited are indicated.

Item Type:	Journal Article
Copyright Holders:	1993 Australian Statistical Publishing Association
ISSN:	1467-842X
Keywords:	bias reduction; kernel regression; local variability
Academic Unit/Department:	Mathematics, Computing and Technology > Mathematics and Statistics
Item ID:	28286
Depositing User:	Sarah Frain
Date Deposited:	18 Apr 2011 10:13
Last Modified:	18 Apr 2011 10:13
URI:	http://oro.open.ac.uk/id/eprint/28286

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