A new class of kernels for nonparametric curve estimation

DOI10.1214/AOS/1176349021MaRDI QIDQ2366733zbMATH OpenOpenAlexFDO

Authors Karen Messer, Larry Goldstein

Publication date 19 December 1993

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176349021

zbMATH Keywords

boundary biasconvergence propertiesGreen's functionintegrated mean square errornew class of variable kernelsnonparametric curve estimationsmoothing spline estimators

Mathematics Subject Classification ID

Density estimation (62G07) General nonlinear regression (62J02)

Review text

A new class of variable kernels is introduced which, in the context of nonparametric curve estimation, have good convergence properties w.r.t. integrated mean square error. These kernels deform automatically near the boundary thus eliminating boundary bias. The kernels are closely related to the equivalent kernels of smoothing spline estimators, but have the advantage of depending on the smoothing parameter through a simple scaling operation.

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Cited in

(10)

• On the asymptotics of penalized spline smoothing
• Variance reduction for kernel estimators in clustered/longitudinal data analysis
• Joint asymptotics for semi-nonparametric regression models with partially linear structure
• Local and global asymptotic inference in smoothing spline models
• Equivalent kernels for smoothing splines
• Beta-Bernstein Smoothing for Regression Curves with Compact Support
• \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing
• Nonparametric regression with infinite order flat-top kernels
• A new class of boundary kernels for distribution function estimation
• Efficient functional Lasso kernel smoothing for high-dimensional additive regression

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