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Pros and cons of Nadaraya–Watson estimator vs. RKHS method?
Recently I've been reading some materials about nonparametric methods. Two methods related to the word "kernel" rasied my interest-- Nadaraya–Watson estimator and RKHS method.
What's the ...
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What kind of kernel is used by statsmodels.nonparametric.kernel_regression.KernelReg?
I am doing multivariate nonparametric kernel regression using the Python function as mentioned in the title. The documentation can be found here:
https://www.statsmodels.org/stable/generated/...
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