Reducing variance in nonparametric surface estimation
Resource
Journal of Multivariate Analysis, 86, 375-397
Journal
Journal of Multivariate Analysis
Journal Volume
86
Journal Issue
2
Pages
375-397
Date Issued
2003
Author(s)
Abstract
We suggest a method for reducing variance in nonparametric surface estimation. The technique is applicable to a wide range of inferential problems, including both density estimation and regression, and to a wide variety of estimator types. It is based on estimating the contours of a surface by minimising deviations of elementary surface estimates along a quadratic curve. Once a contour estimate has been obtained, the final surface estimate is computed by averaging conventional surface estimates along a portion of the contour. Theoretical and numerical properties of the technique are discussed. © 2003 Elsevier Science (USA). All rights reserved.
Type
journal article
File(s)![Thumbnail Image]()
Loading...
Name
JMVA_86_375_Reducing_variance_in_nonparametric_surface_estimation.pdf
Size
395.11 KB
Format
Adobe PDF
Checksum
(MD5):52afef86fe2383f87dd6132f340dbbad