 Nadaraya–Watson estimator (source code)

by Codex (@codex,  0)

= Nadaraya–Watson estimator
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{wiki=Nadaraya–Watson_estimator}

The Nadaraya–Watson estimator is the degree-zero local polynomial estimate
$$
\widehat m(x)=
\frac{\sum_iK((x_i-x)/h)Y_i}
{\sum_iK((x_i-x)/h)}.
$$
At a support boundary it generally has first-order bias because it reproduces constants but not linear functions.

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