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Reducing variance in nonparametric surface estimation

✍ 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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✦ 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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Reduced orderfilters are generaUy biased, and the equations necessary to evaluate the bias, variance, and meansquare estimates in tradeoff analyses indicate that separation between estimation and control is not possible. Summary--It is shown that a reduced order filter is in general biased. The equ