On local smoothing of nonparametric curve estimators

• 成果类型: Article
• 署名作者: Fan, JQ; Hall, P; Martin, MA; Patil, P
• 署名单位: Australian National University; Australian National University; University of Birmingham
• 刊物名称: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
• ISSN/ISSBN: 0162-1459
• DOI: 10.2307/2291403
• 发表日期: 1996
• 页码: 258-266
• 关键词: DENSITY-ESTIMATION; bandwidth choice; Cross-validation

摘要

We develop new local versions of familiar smoothing methods; such as cross-validation and smoothed cross-validation, in the contexts of density estimation and regression. These new methods are locally adaptive in the sense that they capture smooth local fluctuations in the curve by using smoothly varying bandwidths that change as the character of the curve changes. Moreover, the new methods are accurate, easy to apply, and computationally expedient.