Abstract
Although we have already worked in the regression framework for an entire chapter, we thought it would be useful to review once more the general setup of a regression problem, together with the notation used to formalize it. This will give us a chance to stress the main differences between the parametric point of view of Chap. 4 and the nonparametric approach of this chapter.
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Carmona, R. (2014). Local and Nonparametric Regression. In: Statistical Analysis of Financial Data in R. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-8788-3_5
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