Idempotent one-sided approximation of median smoothers (Q919794)
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English | Idempotent one-sided approximation of median smoothers |
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Idempotent one-sided approximation of median smoothers (English)
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1989
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Over past some years there has been considerable interest in nonlinear smoothing algorithms for handling outliers intime series. The simpler algorithms are predominantly chosen to be rank-based selectors and concatenations of these. \textit{C. L. Mallows} [(i) Ann. Statistics 8, 695- 715 (1980; Zbl 0446.62100) and (ii) ``Resistant smoothing'', Time series, Proc. int. Conf., Nottingham Univ. 1979, 147-155 (1980; Zbl 0447.62092)] proposed a framework for studying and comparing smoothers, basic results of which are very interesting. However it is found that the behaviour of smoothers in Mallow's study is far from clear and theoretical development is slow and analytic results hardly obtainable. The author adopts a different approach for studying and comparing smoothers. He introduces some related simple selectors and studies them in details. Some eleven theorems are proved and various corollaries are given.
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one sided approximation
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approximation of median smoothers
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unsymmetric idempotent operators
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nonlinear smoothing algorithms
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time series
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rank- based selectors
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