Nonparametric estimation of a class of smooth functions
Authors:
M. Pawlak -
a;
U. Stadtm
ller b
ller b
| Affiliations: | a Department of Electrical and Computer Engineering, University of Manitoba, Winnipeg, Manitoba, Canada |
b Abteilung f r Mathematik III, University of Ulm, Ulm, Germany |
DOI:
10.1080/10485259708832718
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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(English)
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Abstract
The problem of recovering an analytic function in the class of bandlimited functions is studied. Estimation techniques derived from the Whittaker-Shannon cardinal expansion are introduced and their statistical properties are established This includes consistency and rate of convergence in the mean square error sense as well as asymptotic normality The estimators are of the kernel convolution type with the non-integrable kernel function sin (t)/πt. Both an ordinary kernel type regression estimate and a version based on binned data are considered.
|
| Keywords: Band-limited functions; cardinal expansions; nonparametric estimation; binning; rate of convergence; asymptotic normality |
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