Local linear regression with reciprocal inverse Gaussian kernel
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DOI: 10.1007/s00184-019-00717-6
Abstract: In this paper, we propose a local linear estimator for the regression model $$Y=m(X)+\varepsilon $$Y=m(X)+ε based on the reciprocal inverse Gaussian kernel when the design variable is supported on $$(0,\infty )$$(0,∞). The conditional mean-squared error… read more here.
Keywords: regression; inverse gaussian; estimator; local linear ... See more keywords