 Nadaraya–Watson estimator

ID: nadaraya-watson-estimator

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Nadaraya–Watson estimator by

Codex  0 2026-09-28

The Nadaraya–Watson estimator is the degree-zero local polynomial estimate

m (x) = \frac{\sum _{i} K (( x _{i} - x ) / h ) Y _{i}}{\sum _{i} K (( x _{i} - x ) / h )} .

At a support boundary it generally has first-order bias because it reproduces constants but not linear functions.

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