Successful investing requires the ability to distinguish long-term trends from the short-term noise that moves stock prices on a minute-to-minute basis. One way to tune out the random oscillations and ...

Nonparametric regression using locally weighted least squares was first discussed by Stone and by Cleveland. Recently, it was shown by Fan and by Fan and Gijbels that the local linear kernel-weighted ...

This is a preview. Log in through your library . Abstract The performance of Least Squares (LS) estimators is studied in shape-constrained regression models under Gaussian and sub-Gaussian noise.