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Tagged with optimal kernel-smoothing
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Nadaraya-Watson Optimal Bandwidth
I am currently working on a statistical project where I need to estimate a conditional expectation $E[Y|X=x_i]$ using the Nadaraya-Watson estimator. For doing that, I have the sample $(x_1,y_1),...,(...
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3
votes
1
answer
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how to understand this math formula for bandwidth calculation?
I am reading a paper that uses the following equation to calculate the optimal bandwidth, however, I am confused about the position of "4" and "3" in the equation. is this a typo? or what does it mean?...
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