Reducing the variance by smoothing

DOI10.1016/S0378-3758(96)00033-XMaRDI QIDQ1361604zbMATH OpenOpenAlexFDO

Authors Luisa Turrin Fernholz

Publication date 23 November 1997

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(96)00033-x

zbMATH Keywords

smoothingstatistical functionalsinfluence functionasymptotic variancekernel estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 635768 (Why is no real title available?)
• scientific article; zbMATH DE number 775113 (Why is no real title available?)
• Robust Statistics
• Von Mises calculus for statistical functionals

Cited in

(11)

• Semiparametrically weighted robust estimation of regression models
• Reducing variance in univariate smoothing
• A note on the universal consistency of the kernel distribution function estimator
• scientific article; zbMATH DE number 775113 (Why is no real title available?)
• Least-squares approximation of smooth functions of means
• Concentration inequalities for classical and smoothed empirical processes of independent and dependent random variables
• Reducing fluctuations in the sample variogram
• Optimal risk transfer under quantile-based risk measurers
• Reducing the mean squared error of quantile-based estimators by smoothing
• Variance reduction by smoothing revisited
• Smoothed L-estimation of regression function

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