Nonparametric regression: Difference between revisions

Revision as of 07:20, 17 December 2021

Revision as of 07:21, 17 December 2021

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</math>

where the random variable <math>U</math> is the `noise term', with mean 0.

Without the assumption that <math>m</math> belongs to a specific parametric family of functions it is impossible to get an unbiased estimate for <math>m</math>, however most estimators are [[consistent|Consistency_(statistics)|consistent]] under suitable conditions.

== List of general-purpose nonparametric regression algorithms ==