Spline smoothing: The equivalent variable kernel method

DOI10.1214/aos/1176346710zbMath0547.62024WikidataQ106683214 ScholiaQ106683214MaRDI QIDQ799051

Bernhard W. Silverman

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aos/1176346710

zbMATH Keywords

Sobolev spaces; density estimation; curve estimation; penalized maximum likelihood; variable kernel; hat matrix; roughness penalty; kernel approach; approximation of the weight functions; cubic spline estimator; spline-smoothing methods

Mathematics Subject Classification ID

65D10: Numerical smoothing, curve fitting

62G05: Nonparametric estimation

62J02: General nonlinear regression

46E35: Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems

65C99: Probabilistic methods, stochastic differential equations

Related Items

Density estimation using spline projection kernels, The asymptotic average squared error for polynomial regression, X²goodness-of-fit tests for polynomial regression, Semiparametric Regression for Periodic Longitudinal Hormone Data from Multiple Menstrual Cycles, Asymptotic normality of spline estimator when the errors are a linear stationary process, On Different Facets of Regularization Theory, Flexible methods for analysing longitudinal data using piecewise cubic polynomials, Predicting integrals of diffusion processes with unknown diffusion parameters, A roughness-penalty view of kernel smoothing, Fast and simple scatterplot smoothing, Nonparametric function recovering from noisy observations, Random approximations to some measures of accuracy in nonparametric curve estimation, A simple smoothing spline. II, Quadratic deviation of penalized mean squares regression estimates, Asymptotic effectiveness of some higher order kernels, Frequency domain characteristics of linear operator to decompose a time series into the multi-components, A kernel approximation to the kriging predictor of a spatial process, Upper bounds for the \(L_ 1\)-risk of the minimum \(L_ 1\)-distance regression estimator, Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models, The asymptotic mean squared error of \(L\)-smoothing splines, Piecewise convex function estimation: Pilot estimators, Bayesian backfitting. (With comments and a rejoinder)., Nonparametric estimation of American options' exercise boundaries and call prices, Recent approaches to estimating Engel curves, Generalized likelihood ratio statistics and Wilks phenomenon, A sequential-design metamodeling strategy for simulation optimization, Assessing the equivalence of nonparametric regression tests based on spline and local polynomial smoothers, Choosing among two-dimensional smoothers in practice, Computing a family of reproducing kernels for statistical applications, Smoothing spline and kernel estimation of a probit function, An iterated cochrane-orcutt procedure for nonparametric regression, On higher order kernels, On pointwise stability of cubic smoothing splines with nonuniform sampling points, Density estimation via hybrid splines