A roughness-penalty view of kernel smoothing

Li-Shan Huang

Statistics & Probability Letters, 2001, vol. 52, issue 1, 85-89

Abstract: It has been shown that a smoothing spline estimate is an equivalent kernel estimate. In this paper, we show that both the Nadaraya-Watson and local linear kernel estimators are equivalent penalized estimators.

Keywords: Local; polynomial; fitting; Nonparametric; regression; Smoothing; spline (search for similar items in EconPapers)
Date: 2001
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