Härdle, Wolfgang; Linton, Oliver - In: Handbook of econometrics : volume 4, (pp. 2295-2339). 1994
We review different approaches to nonparametric density and regression estimation. Kernel estimators are motivated from local averaging and solving ill-posed problems. Kernel estimators are compared to k-NN estimators, orthogonal series and splines. Pointwise and uniform confidence bands are...