Spline smoothing: The equivalent variable kernel method

From MaRDI portal
Revision as of 12:05, 30 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:799051


DOI10.1214/aos/1176346710zbMath0547.62024WikidataQ106683214 ScholiaQ106683214MaRDI QIDQ799051

Bernhard W. Silverman

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346710


65D10: Numerical smoothing, curve fitting

62G05: Nonparametric estimation

62J02: General nonlinear regression

46E35: Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems

65C99: Probabilistic methods, stochastic differential equations


Related Items

Density estimation using spline projection kernels, The asymptotic average squared error for polynomial regression, X2goodness-of-fit tests for polynomial regression, Semiparametric Regression for Periodic Longitudinal Hormone Data from Multiple Menstrual Cycles, Asymptotic normality of spline estimator when the errors are a linear stationary process, On Different Facets of Regularization Theory, Flexible methods for analysing longitudinal data using piecewise cubic polynomials, Predicting integrals of diffusion processes with unknown diffusion parameters, A roughness-penalty view of kernel smoothing, Fast and simple scatterplot smoothing, A penalty method for nonparametric estimation of the intensity function of a counting process, Nonparametric function recovering from noisy observations, Random approximations to some measures of accuracy in nonparametric curve estimation, Consistent nonparametric multiple regression: the fixed design case, Estimating a density and its derivatives via the minimum distance method, Smoothing, splines and smoothing splines; their application in geomagnetism, A simple smoothing spline. II, Quadratic deviation of penalized mean squares regression estimates, Asymptotic effectiveness of some higher order kernels, Frequency domain characteristics of linear operator to decompose a time series into the multi-components, A kernel approximation to the kriging predictor of a spatial process, Upper bounds for the \(L_ 1\)-risk of the minimum \(L_ 1\)-distance regression estimator, Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models, The asymptotic mean squared error of \(L\)-smoothing splines, Piecewise convex function estimation: Pilot estimators, Bayesian backfitting. (With comments and a rejoinder)., Nonparametric estimation of American options' exercise boundaries and call prices, Recent approaches to estimating Engel curves, Generalized likelihood ratio statistics and Wilks phenomenon, A sequential-design metamodeling strategy for simulation optimization, Assessing the equivalence of nonparametric regression tests based on spline and local polynomial smoothers, Choosing among two-dimensional smoothers in practice, SiZer for smoothing splines, Computing a family of reproducing kernels for statistical applications, Smoothing spline and kernel estimation of a probit function, An iterated cochrane-orcutt procedure for nonparametric regression, Generalized jackknifing and higher order kernels, A minimax result for a class of nonparametric density estimators, What happens when bootstrapping the smoothing spline, On higher order kernels, On pointwise stability of cubic smoothing splines with nonuniform sampling points, Density estimation via hybrid splines