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Local fitting with a power basis.

Einbeck, Jochen. (2004) 'Local fitting with a power basis.', REVSTAT : statistical journal., 2 (2). pp. 102-126.

Abstract

Local polynomial modelling can be seen as a local fit of the data against a polynomial basis. In this paper we extend this method to the power basis, i.e. a basis which consists of the powers of an arbitrary function. Using an extended Taylor theorem, we derive asymptotic expressions for bias and variance of this estimator. We apply this method to a simulated data set for various basis functions and discuss situations where the fit can be improved by using a suitable basis. Finally, some remarks about bandwidth selection are given and the method is applied to real data.

Item Type:Article
Keywords:Local polynomial fitting, Taylor expansion, Power basis, Bias reduction.
Full text:Full text not available from this repository.
Publisher Web site:http://www.ine.pt/revstat/autores/JEinbeck.html
Record Created:13 Nov 2009 11:35
Last Modified:26 Nov 2009 14:37

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