Variance reduction by smoothing revisited

zbMATH Open1302.62058MaRDI QIDQ2879482FDOQ2879482

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

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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)

Cited In (7)

• Title not available (Why is that?)
• Reducing fluctuations in the sample variogram
• Rough‐and‐ready assessment of the degree and importance of smoothing in functional estimation
• Variance reduction through smoothing and control variates for Markov chain simulations
• A note on variance reduction
• Reducing variability of crossvalidation for smoothing-parameter choice
• Reducing the variance by smoothing

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