The kernel estimator fits a local mean at each point x and thus cannot even estimate a line without bias (Cleveland, Cleveland, Devlin and Grosse 1988). An estimator based on locally-weighted ...

Abstract. We present a nonparametric approach based on local polynomial regression for ensemble forecast of time series. The state space is first reconstructed by embedding the univariate time series ...

This is a preview. Log in through your library . Abstract Local polynomial regression is commonly used for estimating regression functions. In practice, however, with rough functions or sparse data, a ...

A new nonparametric regression technique is proposed which involves the extension of local polynomial fitting to the empirical likelihood context, where the ...