On the role of the shrinkage parameter in local linear smoothing

Probability Theory and Related Fields

Volumn 108, Issue 4, 1997, Pages 495-516

  Hall, Peter ^a   Marron, J Stephen ^a,b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b University of North Carolina at Chapel Hill   (United States)

Author keywords

Bandwidth; Kernel; Local polynomial smoothing; Local regression; Mean squared error; Nonparametric regression; Ridge regression; Variance

Indexed keywords

EID: 0031523551     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400050118     Document Type: Article

References (6)

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2. Fan, J., Gusser, T.H., Gijbels, I., Brockmann, M., Engel, J.: Local polynomial fitting: a standard for nonparametric regression. Unpublished (1993)
3. Hall, P., Heyde, C.C.: Martingale Limit Theory and its Application. New York: Academic Press 1980
4. Gasser, T., Müller, H.G., Mammitzsch, V.: Kernels for nonparametric curve estimation. J. Roy. Statist. Soc., Ser. B 47, 238-252 (1985)
5. Seifert, B., Gasser, T.H: Finite sample variance of local polynomials: analysis and solutions. J. Amer. Statist. Assoc. 91, 267-275 (1996)
6. Hastie, T., Loader, C.: Local regression: automatic kernel carpentry. Statist. Sci. 8, 120-143 (1993)