Optimizing Kernel Methods: A Unifying Variational Principle

DOI10.2307/1403693MaRDI QIDQ3990530zbMATH OpenOpenAlexFDO

Authors Boris Granovsky, Hans-Georg Müller

Publication date 28 June 1992

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403693

zbMATH Keywords

analytic kernel functioncurve estimationexplicit Hermite representationexplicit solutionsHermite polynomialsinflection pointJacobi polynomialsLegendre polynomialslimiting kernel functionlocations of extrema of higher order derivativesminimum variance kernelmodeoptimal kernel functionsorder of smoothnesspolynomials with compact supportvariational principle

Mathematics Subject Classification ID

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

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Cited in

(30)

• Nonparametric density estimation for multivariate bounded data
• Differences and derivatives in kernel estimation
• Multivariate density estimation with general flat-top kernels of infinite order
• Hierarchies of higher order kernels
• On automatic boundary corrections
• Reducing variance in nonparametric surface estimation
• Kernel embedding based variational approach for low-dimensional approximation of dynamical systems
• On optimal kernel choice for deconvolution
• Twicing local linear kernel regression smoothers
• scientific article; zbMATH DE number 4131454 (Why is no real title available?)
• Generalized jackknifing and higher order kernels
• On higher order kernels
• Adaptive bandwidth choice
• Minimax kernels for nonparametric curve estimation
• EFFICIENCY OF LINEAR REGRESSION ESTIMATORS BASED ON PRESMOOTHING
• On kernel density derivative estimation
• Surface and function approximation with nonparametric regression
• Kernel-based methods for bandit convex optimization
• Data-Driven Optimization: A Reproducing Kernel Hilbert Space Approach
• Bias reduction by transformed flat-top Fourier series estimator of density on compact support
• Kernel-based Methods for Bandit Convex Optimization
• Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators
• Bernstein polynomial of recursive regression estimation with censored data
• Bias reduction in kernel density estimation via Lipschitz condition
• Kernels, pre-images and optimization
• Asymptotic unbiased density estimators
• Sparse estimation within Pearson's system, with an application to financial market risk
• Towards learning optimized kernels for complex Langevin
• Local regression distribution estimators
• Remarks on optimum kernels and optimum boundary kernels.

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