Nonparametric Regression and Splines

Chapter
Part of the Springer Texts in Statistics book series (STS)

Abstract

As discussed in Chapter 12, regression analysis estimates the conditional expectation of a response given predictor variables. The conditional expectation is called the regression function and is the best predictor of the response based upon the predictor variables, because it minimizes the expected squared prediction error.

Keywords

Assure Autocorrelation Volatility 

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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.School of Operations Research and Information EngineeringCornell UniversityIthacaUSA

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