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MA8701 General Statistical Methods 12 February 2019 Kernel Smoothing Methods Bo Lindqvist

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Page 1: MA8701 General Statistical Methods - NTNU · 2019-02-12 · MA8701 General Statistical Methods 12 February ... The lecture is based on Chapter 6 of Hastie et al.: The Elements of

MA8701 General Statistical Methods

12 February 2019

Kernel Smoothing Methods

Bo Lindqvist

Page 2: MA8701 General Statistical Methods - NTNU · 2019-02-12 · MA8701 General Statistical Methods 12 February ... The lecture is based on Chapter 6 of Hastie et al.: The Elements of

The lecture is based on Chapter 6 of

Hastie et al.: The Elements of Statistical Learning

Partly using slides from TMA4268 Statistical Learningby Andreas Strand

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Nadaraya-Watson kernel estimator

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Locally weighted linear regression

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(cont.)

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