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

influence curverobustnesssmoothingstatistical functionalsvariance reduction

Mathematics Subject Classification ID

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

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(10)

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• Reducing variability of crossvalidation for smoothing-parameter choice
• Rough‐and‐ready assessment of the degree and importance of smoothing in functional estimation
• scientific article; zbMATH DE number 775113 (Why is no real title available?)
• Variance reduction through smoothing and control variates for Markov chain simulations
• Concentration inequalities for classical and smoothed empirical processes of independent and dependent random variables
• Reducing variance in univariate smoothing

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