Reducing the variance by smoothing

DOI10.1016/S0378-3758(96)00033-XzbMATH Open0877.62043OpenAlexW2044785083MaRDI QIDQ1361604FDOQ1361604

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

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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)

Cites Work

• Title not available (Why is that?)
• Robust Statistics
• Title not available (Why is that?)
• Von Mises calculus for statistical functionals
• Title not available (Why is that?)

Cited In (10)

• Semiparametrically weighted robust estimation of regression models
• Reducing variance in univariate smoothing
• A note on the universal consistency of the kernel distribution function estimator
• Title not available (Why is that?)
• Least-squares approximation of smooth functions of means
• Reducing fluctuations in the sample variogram
• Optimal risk transfer under quantile-based risk measurers
• Variance reduction by smoothing revisited
• Reducing the mean squared error of quantile-based estimators by smoothing
• Smoothed L-estimation of regression function

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