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Mathematical Communications, Vol.1 No.1 June 1996. -

In this paper we describe two approaches to nonparametric regression. First, we consider the nearest neighbour approach, as a procedure which serves mainly for obtaining an ad hoc smoothing and interpolating. Next, we describe the roughness penalty approach.

This gives a certain compromise between the demand for goodness-of-fit of regression curve to the given data and the condition that the regression curve has not too many oscillations.

nonparametric regression; nearest neighbour approach; roughness penalty approach; penalized least squares; smoothing splines

Autor: T. Marošević -



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