Variance reduction by smoothing revisited

MaRDI QIDQ2879482zbMATH OpenFDO

Authors Andrzej S. Kozek, Brian Jersky

Publication date 2 September 2014

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=33.1&nrA=5&ppB=79&ppE=92

zbMATH Keywords

smoothingrobustnessstatistical functionalsvariance reductioninfluence curve

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Asymptotic distribution theory in statistics (62E20)

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Cited in

(9)

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• Reducing variability of crossvalidation for smoothing-parameter choice
• Variance reduction through smoothing and control variates for Markov chain simulations
• Reducing fluctuations in the sample variogram
• Reducing variance in univariate smoothing
• Rough‐and‐ready assessment of the degree and importance of smoothing in functional estimation
• Variance reduction in smoothing splines
• scientific article; zbMATH DE number 775113 (Why is no real title available?)
• A note on variance reduction

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