Gasser-Müllerův odhad

Abstract

Kernel smoothing provides a simple way for finding structure in data. The idea of the kernel smoothing can be applied to a simple fixed design regression model and a random design regression model. This article is focused on kernel smoothing for fixed design regression model with using special type of estimator, the Gasser-Müller estimator, and on choice of the bandwidth. At the end of this article figures for ilustration described methods on two data sets are shown. The first data set contains simulated values of function sin(2πx), the second contains January average temperatures measured in Basel 1755–1855.