Èlizbar Nadaraya Explained

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

Book

• 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.)

Journal articles

• Nadaraya EA. On estimating regression. Theory of Probability & Its Applications. 1964;9(1):141-2. (Cited 4408 times, according to Google Scholar)
• 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.)
• 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.)

Notes and References

1. Web site: Nadaraya Elizbar.
2. Nadaraya . E. A. . On Estimating Regression . Theory of Probability and Its Applications . 9 . 1 . 141–2 . 1964 . 10.1137/1109020 .
3. G. S. . Watson . Smooth regression analysis . Sankhyā: The Indian Journal of Statistics, Series A . 26 . 4 . 359–372 . 1964 . 25049340 .
4. Book: Bierens, Herman J. . Topics in Advanced Econometrics . New York . Cambridge University Press . 1994 . 0-521-41900-X . The Nadaraya–Watson kernel regression function estimator . 212–247 . https://books.google.com/books?id=M5QBuJVtbWQC&pg=PA212 .
5. Web site: Nadaraya CV.