ABSTRACT
For some data sets it is impossible to describe the relation between the response variable y and predictor variables x1; : : : ;xk by a function of an a priori known form (for example, polynomial or exponential). A useful tool in this case is a nonparametric regression, specified by
y= f (x1; : : : ;xk)+ e (4.1)
where f is a nonparametric response function with no explicit functional form, and e’s are independent identically distributed random errors with a zero mean and constant variance s2. No assumption is made on the form of the probability distribution of e’s.
