Smoothing and preservation of irregularities using local linear fitting

Irène Gijbels

Applications of Mathematics (2008)

  • Volume: 53, Issue: 3, page 177-194
  • ISSN: 0862-7940

Abstract

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For nonparametric estimation of a smooth regression function, local linear fitting is a widely-used method. The goal of this paper is to briefly review how to use this method when the unknown curve possibly has some irregularities, such as jumps or peaks, at unknown locations. It is then explained how the same basic method can be used when estimating unsmooth probability densities and conditional variance functions.

How to cite

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Gijbels, Irène. "Smoothing and preservation of irregularities using local linear fitting." Applications of Mathematics 53.3 (2008): 177-194. <http://eudml.org/doc/37777>.

@article{Gijbels2008,
abstract = {For nonparametric estimation of a smooth regression function, local linear fitting is a widely-used method. The goal of this paper is to briefly review how to use this method when the unknown curve possibly has some irregularities, such as jumps or peaks, at unknown locations. It is then explained how the same basic method can be used when estimating unsmooth probability densities and conditional variance functions.},
author = {Gijbels, Irène},
journal = {Applications of Mathematics},
keywords = {density estimation; irregularities; jumps; local linear fitting; mean; peaks; preservation; smoothing; variance; irregularities; jumps},
language = {eng},
number = {3},
pages = {177-194},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Smoothing and preservation of irregularities using local linear fitting},
url = {http://eudml.org/doc/37777},
volume = {53},
year = {2008},
}

TY - JOUR
AU - Gijbels, Irène
TI - Smoothing and preservation of irregularities using local linear fitting
JO - Applications of Mathematics
PY - 2008
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 53
IS - 3
SP - 177
EP - 194
AB - For nonparametric estimation of a smooth regression function, local linear fitting is a widely-used method. The goal of this paper is to briefly review how to use this method when the unknown curve possibly has some irregularities, such as jumps or peaks, at unknown locations. It is then explained how the same basic method can be used when estimating unsmooth probability densities and conditional variance functions.
LA - eng
KW - density estimation; irregularities; jumps; local linear fitting; mean; peaks; preservation; smoothing; variance; irregularities; jumps
UR - http://eudml.org/doc/37777
ER -

References

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