Reducing the variance by smoothing

DOI10.1016/S0378-3758(96)00033-XzbMath0877.62043OpenAlexW2044785083MaRDI QIDQ1361604

Luisa Turrin Fernholz

Publication date: 23 November 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00033-x

zbMATH Keywords

smoothinginfluence functionasymptotic variancestatistical functionalskernel estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

Related Items (5)

Reducing the mean squared error of quantile-based estimators by smoothing ⋮ Semiparametrically weighted robust estimation of regression models ⋮ Optimal risk transfer under quantile-based risk measurers ⋮ A note on the universal consistency of the kernel distribution function estimator ⋮ Smoothed L-estimation of regression function

Cites Work

• Von Mises calculus for statistical functionals
• Robust Statistics
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