scholarly journals Robust Trend Inference with Series Variance Estimator and Testing-Optimal Smoothing Parameter

2010 ◽  
Author(s):  
Yixiao Sun
Keyword(s):  
Smoothing Parameter ◽  
Variance Estimator ◽  
Optimal Smoothing

Algorithms for Optimal Smoothing Parameter

2001 ◽  
pp. 243-262
Author(s):  
Anatoly Yu. Bezhaev ◽  
Vladimir A. Vasilenko
Keyword(s):  
Smoothing Parameter ◽  
Optimal Smoothing

scholarly journals The Generalised Plug-in Algorithm for the Diffeomorphism Kernel Estimate

2021 ◽  
Vol 15 ◽  
pp. 128-133
Author(s):  
Molka Troudi ◽  
Faouzi Ghorbel
Keyword(s):  
Kernel Estimator ◽  
Gibbs Phenomenon ◽  
Difficult Problem ◽  
Smoothing Parameter ◽  
Theoretical Distribution ◽  
Kernel Estimate ◽  
Mean Integrated Square Error ◽  
Optimal Value ◽  
Optimal Smoothing ◽  
The One

The optimal value of the smoothing parameter of the Kernel estimator can be obtained by the well known Plug-in algorithm. The optimality is realised in the sense of Mean Integrated Square Error (MISE). In this paper, we propose to generalise this algorithm to the case of the difficult problem of the estimation of a distribution which has a bounded support. The proposed algorithm consists in searching the optimal smoothing parameter by iterations from the expression of MISE of the kernel-diffeomorphism estimator. By some simulations applied to some distribution having a support bounded and semi bounded, we show that the support of the pdf estimator respects the one of the theoretical distribution. We also prove that the proposed method minimizes the Gibbs phenomenon.

On the Optimal Smoothing of Time Series

1981 ◽  
Vol 8 (9) ◽  
pp. 47-56
Author(s):  
Hisao Miyano
Keyword(s):  
Time Series ◽  
Optimal Smoothing
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