ASYMPTOTIC EFFECTIVENESS OF SOME HIGHER-ORDER KERNELS

被引:2
|
作者
JONES, MC
WAND, MP
机构
[1] OPEN UNIV,DEPT STAT,MILTON KEYNES MK7 6AA,BUCKS,ENGLAND
[2] RICE UNIV,DEPT STAT,HOUSTON,TX 77251
关键词
EXPONENTIAL POWERS; OPTIMAL KERNELS; SMOOTHING; SPLINES;
D O I
10.1016/0378-3758(92)90038-T
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
'Spline-equivalent' kernels and 'exponential power' kernels are considered as higher order kernels for use in kernel estimation of a function and its derivatives. They form two more practicable classes of alternatives to 'optimal' polynomial kernels, along with Gaussian-based ones. Both first-named families of kernels exhibit good theoretical performance for orders four and/or six, actually improving on the polynomial kernels for many such cases.
引用
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页码:15 / 21
页数:7
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