ABOUT RESEARCHE OF SOME NONPARAMETRIC ESTIMATIONS OF REGRESSION FUNCTION ACCORDING OBSERVATIONS

Task of regression function restoration according observations with random errors is considered in the article. Usage of the classical nonparametric estimations of regression curve for such purposes doesn't always give satisfactory results on small samples. The new class of nonparametric estimations is proposed, it allows to increase the regression curve restoration quality of according observations.

nonparametric estimators, kernel estimators, squared deviation, regression, statistic simulation, convergence, discrete-continuous process