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1 - Introduction

from PART I - Regression smoothing

Published online by Cambridge University Press:  05 January 2013

Wolfgang Härdle
Affiliation:
Rheinische Friedrich-Wilhelms-Universität Bonn
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Summary

As regards problems of specification, these are entirely a matter for the practical statistician, for those cases where the qualitative nature of the hypothetical population is known do not involve any problems of this type.

Sir R. A. Fisher (1922)

A regression curve describes a general relationship between an explanatory variable X and a response variable Y. Having observed X , the average value of Y is given by the regression function. It is of great interest to have some knowledge about this relation. The form of the regression function may tell us where higher Y -observations are to be expected for certain values of X or whether a special sort of dependence between the two variables is indicated. Interesting special features are, for instance, monotonicity or unimodality. Other characteristics include the location of zeros or the size of extrema. Also, quite often the regression curve itself is not the target of interest but rather derivatives of it or other functionals.

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Chapter
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Publisher: Cambridge University Press
Print publication year: 1990

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  • Introduction
  • Wolfgang Härdle, Rheinische Friedrich-Wilhelms-Universität Bonn
  • Book: Applied Nonparametric Regression
  • Online publication: 05 January 2013
  • Chapter DOI: https://doi.org/10.1017/CCOL0521382483.001
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  • Introduction
  • Wolfgang Härdle, Rheinische Friedrich-Wilhelms-Universität Bonn
  • Book: Applied Nonparametric Regression
  • Online publication: 05 January 2013
  • Chapter DOI: https://doi.org/10.1017/CCOL0521382483.001
Available formats
×

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To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Introduction
  • Wolfgang Härdle, Rheinische Friedrich-Wilhelms-Universität Bonn
  • Book: Applied Nonparametric Regression
  • Online publication: 05 January 2013
  • Chapter DOI: https://doi.org/10.1017/CCOL0521382483.001
Available formats
×