The Annals of Statistics
- Ann. Statist.
- Volume 8, Number 4 (1980), 695-715.
Some Theory of Nonlinear Smoothers
In recent years J. W. Tukey has introduced several algorithms for nonlinear smoothing of time series, but theoretical development has been slow owing to the extreme difficulty of obtaining analytical results even in the simplest cases. We present here some desiderata for smoothers generally, and give a framework within which some detailed comparisons between different smoothers can be made.
Ann. Statist. Volume 8, Number 4 (1980), 695-715.
First available in Project Euclid: 12 April 2007
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 62M10: Time series, auto-correlation, regression, etc. [See also 91B84]
Secondary: 62M15: Spectral analysis 62G35: Robustness 60G35: Signal detection and filtering [See also 62M20, 93E10, 93E11, 94Axx] 93E10: Estimation and detection [See also 60G35]
Mallows, C. L. Some Theory of Nonlinear Smoothers. Ann. Statist. 8 (1980), no. 4, 695--715. doi:10.1214/aos/1176345067. http://projecteuclid.org/euclid.aos/1176345067.