Open Access
July, 1980 Some Theory of Nonlinear Smoothers
C. L. Mallows
Ann. Statist. 8(4): 695-715 (July, 1980). DOI: 10.1214/aos/1176345067

Abstract

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.

Citation

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C. L. Mallows. "Some Theory of Nonlinear Smoothers." Ann. Statist. 8 (4) 695 - 715, July, 1980. https://doi.org/10.1214/aos/1176345067

Information

Published: July, 1980
First available in Project Euclid: 12 April 2007

zbMATH: 0446.62100
MathSciNet: MR572618
Digital Object Identifier: 10.1214/aos/1176345067

Subjects:
Primary: 62M10
Secondary: 60G35 , 62G35 , 62M15 , 93E10

Keywords: Filters , resistance , robustness , time series , transfer function

Rights: Copyright © 1980 Institute of Mathematical Statistics

Vol.8 • No. 4 • July, 1980
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