1993.Local Linear Regression Smoothers and Their Minimax Efficiencies电子书.pdf

Local Linear Regression Smoothers and Their Minimax Efficiencies Author(s): Jianqing Fan Source: The Annals of Statistics, Vol. 21, No. 1 (Mar., 1993), pp. 196-216 Published by: Institute of Mathematical Statistics Stable URL: /stable/3035587 . Accessed: 03/07/2013 21:51 Your use of the JSTOR archive indicates your acceptance of the Terms Conditions of Use, available at . /page/info/about/policies/terms.jsp . JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@. . Institute of Mathematical Statistics is collaborating with JSTOR to digitize, preserve and extend access to The Annals of Statistics. This content downloaded from 15 on Wed, 3 Jul 2013 21:51:53 PM All use subject to JSTOR Terms and Conditions The Annals Statistics of 1993, Vol. 21, No. 1, 196-216 LOCAL LINEAR REGRESSION SMOOTHERS AND THEIR MINIMAX EFFICIENCIES FAN BY JIANQING North Carolina University of In this paper we introduce a smooth version of local linear regression estimators and address their advantages. The MSE and MISE of the estimators are It turns out that the local linear computed explicitly. regression smoothers have nice sampling properties and high minimax in