2 put quotes around paper title, added "by"
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There was a paper

https://projecteuclid.org/euclid.aos/1176325632

Ann. Statist. Volume 22, Number 3 (1994), 1346-1370. Multivariate"Multivariate Locally Weighted Least Squares RegressionRegression" Dby D. Ruppert and M. P. Wand

discussing a multiple regression where the weights on observations are not 0 or 1 as in your method but vary with the distance from the case you are trying to predict. Multivariate local regression is also discussed in section 2.1.2 of the book "Local Regression and Likelihood" (1999) by Clive Loader. The R package locfit implements univariate and multivariate local regression.

There was a paper

https://projecteuclid.org/euclid.aos/1176325632

Ann. Statist. Volume 22, Number 3 (1994), 1346-1370. Multivariate Locally Weighted Least Squares Regression D. Ruppert and M. P. Wand

discussing a multiple regression where the weights on observations are not 0 or 1 as in your method but vary with the distance from the case you are trying to predict. Multivariate local regression is also discussed in section 2.1.2 of the book "Local Regression and Likelihood" (1999) by Clive Loader. The R package locfit implements univariate and multivariate local regression.

There was a paper

https://projecteuclid.org/euclid.aos/1176325632

Ann. Statist. Volume 22, Number 3 (1994), 1346-1370. "Multivariate Locally Weighted Least Squares Regression" by D. Ruppert and M. P. Wand

discussing a multiple regression where the weights on observations are not 0 or 1 as in your method but vary with the distance from the case you are trying to predict. Multivariate local regression is also discussed in section 2.1.2 of the book "Local Regression and Likelihood" (1999) by Clive Loader. The R package locfit implements univariate and multivariate local regression.

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source | link

There was a paper

https://projecteuclid.org/euclid.aos/1176325632

Ann. Statist. Volume 22, Number 3 (1994), 1346-1370. Multivariate Locally Weighted Least Squares Regression D. Ruppert and M. P. Wand

discussing a multiple regression where the weights on observations are not 0 or 1 as in your method but vary with the distance from the case you are trying to predict. Multivariate local regression is also discussed in section 2.1.2 of the book "Local Regression and Likelihood" (1999) by Clive Loader. The R package locfit implements univariate and multivariate local regression.