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This paper derives limit properties of nonparametric kernel regression estimators without requiring existence of density for regressors in $\mathbb{R}^{q}.$ In functional regression limit properties are established for multivariate…

Econometrics · Economics 2026-01-08 Marcia Schafgans , Victoria Zinde-Walsh

The celebrated Nadaraya-Watson kernel estimator is among the most studied method for nonparametric regression. A classical result is that its rate of convergence depends on the number of covariates and deteriorates quickly as the dimension…

Statistics Theory · Mathematics 2017-11-28 Daniel Conn , Gang Li

Route alignment design in surveying and transportation engineering frequently involves fixed waypoint constraints, where a path must precisely traverse specific coordinates. While existing literature primarily relies on geometric…

Methodology · Statistics 2026-01-06 Shiyin Du , Yiting Chen , Wenzhi Yang , Qiong Li , Xiaoping Shi

We investigate the asymptotic behavior of the Nadaraya-Watson estimator for the estimation of the regression function in a semiparametric regression model. On the one hand, we make use of the recursive version of the sliced inverse…

Statistics Theory · Mathematics 2012-02-27 Bernard Bercu , Thi Mong Ngoc Nguyen , Jerome Saracco

In this paper, we prove large deviations principle for the Nadaraya-Watson estimator and for the semi-recursive kernel estimator of the regression in the multidimensional case. Under suitable conditions, we show that the rate function is a…

Statistics Theory · Mathematics 2007-06-13 Abdelkader Mokkadem , Mariane Pelletier , Baba Thiam

The Nadaraya-Watson kernel estimator is among the most popular nonparameteric regression technique thanks to its simplicity. Its asymptotic bias has been studied by Rosenblatt in 1969 and has been reported in a number of related literature.…

Machine Learning · Statistics 2020-01-31 Samuele Tosatto , Riad Akrour , Jan Peters

Data sampling is an effective method to improve the training speed of neural networks, with recent results demonstrating that it can even break the neural scaling laws. These results critically rely on high-quality scores to estimate the…

Machine Learning · Computer Science 2023-11-23 Shabnam Daghaghi , Benjamin Coleman , Benito Geordie , Anshumali Shrivastava

In this paper, we empirically analyze a simple, non-learnable, and nonparametric Nadaraya-Watson (NW) prediction head that can be used with any neural network architecture. In the NW head, the prediction is a weighted average of labels from…

Computer Vision and Pattern Recognition · Computer Science 2023-02-24 Alan Q. Wang , Mert R. Sabuncu

In this paper, we consider contextual stochastic optimization using Nadaraya-Watson kernel regression, which is one of the most common approaches in nonparametric regression. Recent studies have explored the asymptotic convergence behavior…

Optimization and Control · Mathematics 2024-07-16 Yijie Wang , Grani A. Hanasusanto , Chin Pang Ho

This article studies a trimmed version of the Nadaraya-Watson estimator to estimate the unknown non-parametric regression function. The characterization of the estimator through minimization problem is established, and its pointwise…

Statistics Theory · Mathematics 2019-09-27 Subhra Sankar Dhar , Prashant Jha , Prabrisha Rakhshit

This paper provides the theory about the convergence rate of the tilted version of linear smoother. We study tilted linear smoother, a nonparametric regression function estimator, which is obtained by minimizing the distance to an infinite…

In a regression model, we write the Nadaraya-Watson estimator of the regression function as the quotient of two kernel estimators, and propose a bandwidth selection method for both the numerator and the denominator. We prove risk bounds for…

Statistics Theory · Mathematics 2021-05-10 Fabienne Comte , Nicolas Marie

Associated kernels have been introduced to improve the classical continuous kernels for smoothing any functional on several kinds of supports such as bounded continuous and discrete sets. This work deals with the effects of combined…

Statistics Theory · Mathematics 2021-09-08 Sobom M. Somé , Célestin C. Kokonendji

In this paper a new smooth backfitting estimate is proposed for additive regression models. The estimate has the simple structure of Nadaraya--Watson smooth backfitting but at the same time achieves the oracle property of local linear…

Statistics Theory · Mathematics 2007-06-13 Enno Mammen , Byeong U. Park

This study proposes a debiasing method for smooth nonparametric estimators. While machine learning techniques such as random forests and neural networks have demonstrated strong predictive performance, their theoretical properties remain…

Methodology · Statistics 2025-03-19 Masahiro Kato

We consider a class of nonparametric time series regression models in which the regressor takes values in a sequence space. Technical challenges that hampered theoretical advances in these models include the lack of associated Lebesgue…

Methodology · Statistics 2016-04-22 Seok Young Hong , Oliver Linton

We propose a new method for construction of the absolute permeability map consistent with the interpreted results of well logging and well test measurements in oil reservoirs. Nadaraya-Watson kernel regression is used to approximate…

This paper develops a general asymptotic theory for nonparametric kernel regression in the presence of cluster dependence. We examine nonparametric density estimation, Nadaraya-Watson kernel regression, and local linear estimation. Our…

Econometrics · Economics 2024-12-31 Yuya Shimizu

We study nonparametric regression and classification for path-valued data. We introduce a functional Nadaraya-Watson estimator that combines the signature transform from rough path theory with local kernel regression. The signature…

Machine Learning · Statistics 2025-10-21 Christian Bayer , Davit Gogolashvili , Luca Pelizzari

Locally stationary (LSPs) constitute an essential modeling paradigm for capturing the nuanced dynamics inherent in time series data whose statistical characteristics, including mean and variance, evolve smoothly across time. In this paper,…

Statistics Theory · Mathematics 2025-08-29 Jan Nino G. Tinio , Mokhtar Z. Alaya , Salim Bouzebda
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