On the role of the shrinkage parameter in local linear smoothing

DOI10.1007/s004400050118zbMath0883.62040OpenAlexW1973416852MaRDI QIDQ1368746

James Stephen Marron, Hall, Peter

Publication date: 23 March 1998

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050118

zbMATH Keywords

bandwidthmean squared errorvarianceridge regressionkernelnonparametric regressionlocal regressionlocal polynomial smoothing

Mathematics Subject Classification ID

Density estimation (62G07) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20)

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