This is an Under Graduate Project I did at IITK.
The project is aimed at exploring two local constant estimators for non-parametric regression namely Nadaraya Watson estimator and Local Constant Quantile estimator . The main aim of the project is to do empirical comparison of the two methods on a simulated data set.
The project is divided into 3 main parts:
- Parametric v/s Non-parametric approach
- Choice of Bandwidth
- Empirical Comparison b/w the two local constant estimators
The relevant books have been attached.
Codes and Graphs are present in respective folders.
Project Report -> final_report_UGP.pdf