Reducing the variance by smoothing

Journal of Statistical Planning and Inference

Volumn 57, Issue 1, 1997, Pages 29-38

  Fernholz, Luisa Turrin ^a  

^a TEMPLE UNIVERSITY   (United States)

Author keywords

Asymptotic variance; Influence function; Kernel estimator; Smoothing; Statistical functionals

Indexed keywords

EID: 0031567959     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(96)00033-x     Document Type: Article

References (6)

1. Fernholz, L.T. (1983). Von Mises Calculus for Statistical Functional, Lecture Notes in Statistics, Vol. 19 Springer, New York.
2. Fernholz, L.T. (1991). Almost sure convergence of smoothed empirical distribution functions. Scand. J. Statist. 18, 255,262.
3. Fernholz, L.T. (1993). Smoothed versions of statistical functionals. In: S. Morgenthaler, E. Ronchetti and A.S. Stahel, Eds., New Directions in Statistical Data Analysis and Robustnes. Birkhauser Verlag.
4. Hampel, F.R. (1974). The influence curve and its role in robust estimation. J. Amer. Statist. Assoc. 69, 1887-1896.
5. Hampel, F.R., E.M. Ronchetti, P.J. Rousseeuw and W.A. Stahel (1986). Robust Statistics: The approach Based on Influence Functions. Wiley, New York.
6. Huber, P.J. (1981). Robust Statistics. Wiley, New York.