Prof. Tim McMurry : Nonparametric Smoothing With Infinite Order Kernels

Posted by , part of the Statistics and Data Science Seminar.

At

April 8, 2009, 4:15 p.m.

In

SEO 612

Abstract

I will discuss the usefulness of infinite order kernels in nonparametric smoothing problems. Particular focus will be paid to nonparametric regression, but the ideas apply to many related problems, including density and spectral density estimation. It will be shown that estimators using infinite order kernels are completely and automatically adaptive to the underlying function being estimated, produce favorable results in simulation, and substantially facilitate construction of confidence intervals.