Forecasting with Optimized Moving Local Regression
This paper empirically demonstrates the relative merits of the optimal choice of the weight function in a moving local regression as suggested by Fedorov et al., (1993) over traditional weight functions which ignore the form of the local model. The discussion is based on a task that is imbedded into...
| Main Authors: | , , |
|---|---|
| Format: | Others |
| Language: | en |
| Published: |
Department of Statistics and Mathematics, WU Vienna University of Economics and Business
1992
|
| Online Access: | http://epub.wu.ac.at/1510/1/document.pdf |