Nonparametric regression

Dragan

Super Moderator
#2
Hi guys, can someone recommend a good source to learn about kernel regression or spline smoothing and perhaps how to compare two plots to each other?

I would suggest you look at:

Green, P.J. & Silverman, B.W. (1994). Nonparametric Regression and Generalized Linear Models: A Roughness Penalty Approach. Monographs on Statistics and Applied Probability, 58. Chapman & Hall: London.
 

bugman

Super Moderator
#3
In terms of explanations, you would do well to go past these.
They use water quality as their example, but they explain the concepts very well.

Smoothing splines for trend estimation and prediction in time series
Morton Richard, Kang Emily L., Henderson Brent L.
Environmetrics. 2009 20(3).

Estimation of nonlinear trends in water quality: An improved approach using generalized additive models
Morton Richard, Henderson Brent L.
Water Resources Research. 2008 44(7).