Èlizbar Nadaraya is a Georgian mathematician who is currently a Full Professor and the Chair of the Theory of Probability and Mathematical Statistics at the Tbilisi State University.[1] He developed the Nadaraya-Watson estimator along with Geoffrey Watson, which proposes estimating the conditional expectation of a random variable as a locally weighted average using a kernel as a weighting function.[2][3][4]
Nadaraya was born in 1936 in Khobi, Georgia. He received his doctoral degree from the V.I. Romanovski Institute of Mathematics, Tashkent in 1981. He has since co-authored over 120 publications including 5 textbooks in the area of probability and statistics.[5]
Most cited publications
editBook
edit- E. A. Nadaraya, Nonparametric Estimation of Probability Densities and Regression Curves Springer, 1989 Nonparametric Estimation of Probability Densities and Regression Curves ISBN 978-90-277-2757-2 (Cited 319 times, according to Google Scholar.[6])
Journal articles
edit- Nadaraya EA. On estimating regression. Theory of Probability & Its Applications. 1964;9(1):141-2. (Cited 4408 times, according to Google Scholar [6])
- Nadaraya, E.A., 1965. On non-parametric estimates of density functions and regression curves. Theory of Probability & Its Applications, 10(1), pp. 186–190. (Cited 673 times, according to Google Scholar.[6])
- Nadaraya EA. Some new estimates for distribution functions. Theory of Probability & Its Applications. 1964;9(3):497-500. (Cited 329 times, according to Google Scholar.[6])
References
edit- ^ "Nadaraya Elizbar".
- ^ Nadaraya, E. A. (1964). "On Estimating Regression". Theory of Probability and Its Applications. 9 (1): 141–2. doi:10.1137/1109020.
- ^ Watson, G. S. (1964). "Smooth regression analysis". Sankhyā: The Indian Journal of Statistics, Series A. 26 (4): 359–372. JSTOR 25049340.
- ^ Bierens, Herman J. (1994). "The Nadaraya–Watson kernel regression function estimator". Topics in Advanced Econometrics. New York: Cambridge University Press. pp. 212–247. ISBN 0-521-41900-X.
- ^ "Nadaraya CV" (PDF).
- ^ a b c d [] Google Scholar Author page, Accessed Dec. 2022