Local polynomial regression: Optimal kernels and asymptotic minimax efficiency

DOI10.1023/A:1003162622169zbMath0890.62032OpenAlexW1978617705MaRDI QIDQ1370531

Theo Gasser, Joachim Engel, Irène Gijbels, Michael Brockmann, Jianqing Fan

Publication date: 22 June 1998

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003162622169

zbMATH Keywords

minimax efficiencycurve estimationnonparametric regressionminimax risklocal polynomialsmultivariate curve estimationuniversal optimal weighting scheme

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Uses Software

• KernSmooth

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