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DO NOT WEIGHT FOR HETEROSCEDASTICITY IN NONPARAMETRIC REGRESSION |
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| Authors: | M.C. Jones |
| Affiliation: | The Open University |
| Abstract: | The potential role of weighting in kernel regression is examined. The concept that weighting has something to do with heteroscedastic errors is shown to be false. However, weighting does affect bias, and ways in which this might be exploited are indicated. |
| Keywords: | Bias reduction kernel regression local variability |