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
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1992年 / 31卷 / 01期
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.
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页码：15 / 21
页数：7
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