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Bivariate kernel regression with restrictions

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Bivariate kernel regression with restrictions



Nadaraya-Watson kernel regression with restrictions

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bivkernrest returns the marginal kernel densities of the two input data series, the bivariate kernel density, the conditional kernel densities, and the conditional expectations. The kernel is Gaussian; bandwidth Silverman. Unlike standard kernel regression, restrictions can be added to the otherwise free functional form. Without restrictions, this is Nadaraya-Watson.

Required Products MATLAB
MATLAB release MATLAB 7.12 (R2011a)
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