4 Nonparametric Regression
4.1 Univariate Kernel Regression
4.2 Other Smoothers
4.3 Smoothing Parameter Selection
4.3.1 A Closer Look at the Averaged Squared Error
4.3.2 Cross-Validation
4.3.3 Penalizing Functions
4.4 Confidence Regions and Tests
4.5 Multivariate Kernel Regression