Reducing variance in nonparametric surface estimation
β Scribed by Ming-Yen Cheng; Peter Hall
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 395 KB
- Volume
- 86
- Category
- Article
- ISSN
- 0047-259X
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β¦ Synopsis
We suggest a method for reducing variance in nonparametric surface estimation. The technique is applicable to a wide range of inferential problems, including both density estimation and regression, and to a wide variety of estimator types. It is based on estimating the contours of a surface by minimising deviations of elementary surface estimates along a quadratic curve. Once a contour estimate has been obtained, the final surface estimate is computed by averaging conventional surface estimates along a portion of the contour. Theoretical and numerical properties of the technique are discussed.
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