Vidaurre, Diego; Bielza, Concha; Larrañaga, Pedro - In: Computational Statistics & Data Analysis 62 (2013) C, pp. 122-135
The intention is to provide a Bayesian formulation of regularized local linear regression, combined with techniques for … the regression function should be considered by the kernel function used to define the neighborhood of the point of … interest. However, the regression function itself depends on the kernel function. A maximum posterior joint estimation of the …