A shape constrained smoother: simulation study
type: Item
instance of: scholarly article
title: A shape constrained smoother: simulation study
zbMATH Open document ID: 0936.62047
published in: Computational Statistics
publication date: 2000-03-02T00:00:00Z
review text: The paper deals with the estimation of a functional parameter in a simple nonparametric regression model under monotonicity or convexity assumptions. To incorporate these constraints in the estimation procedure a modified version of a convolution type kernel estimator is considered. Some simulations are performed in order to evaluate empirically the amount by which this technique improves the estimation of the functional parameter in terms of quadratic error loss. The authors show that for a light computational price the observed improvements can be significant.
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62G07
zbMATH DE Number: 1409697
zbMATH Keywords: kernel smoothers
zbMATH Keywords: convexity constraints
zbMATH Keywords: monotonicity constraints
zbMATH Keywords: simulations
zbMATH Keywords: shape preservation
author: Michel Delecroix
author: Michel Simioni
author: Christine Thomas-Agnan
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1409697