Local polynomial regression: Optimal kernels and asymptotic minimax efficiency

Annals of the Institute of Statistical Mathematics

Volumn 49, Issue 1, 1997, Pages 79-99

  Fan, Jianqing ^a   Gasser, Theo ^b   Gijbels, Irène ^c   Brockmann, Michael ^d   Engel, Joachim ^d  

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

^b UNIVERSITY OF ZURICH   (Switzerland)

^c UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^d UNIVERSITY OF HEIDELBERG   (Germany)

Author keywords

Curve estimation; Local polynomials; Minimax efficiency; Minimax risk; Multivariate curve estimation; Nonparametric regression; Universal optimal weighting scheme

Indexed keywords

EID: 9844238147     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1003162622169     Document Type: Article

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