Local polynomial regression: Optimal kernels and asymptotic minimax efficiency
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Publication:1370531
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
minimax efficiencycurve estimationnonparametric regressionminimax risklocal polynomialsmultivariate curve estimationuniversal optimal weighting scheme
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