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We compare the performances of local and global rules for smoothingparameter choice, in terms of asymptotic mean squared errorsof the resulting estimators. In some instances there is surprisinglylittle to choose between local and global approaches; our analysisidentifies contexts where the differences are small or large.This work motivates development of smoothing rules that forma half-way house between local and global smoothing.There, interpolation provides a basis for partial local smoothing.A key result shows that interpolation on even a coarse gridcan produce a very good approximation to full local smoothing.Our theoretical and numerical results lead us to suggest linearinterpolation of a bandwidth obtained by integral approximationson discrete intervals. 相似文献
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Optimal design: Some geometrical aspects of D-optimality 总被引:1,自引:0,他引:1
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A geometric approach to optimal design theory 总被引:1,自引:0,他引:1
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