Premium
Rough‐and‐ready assessment of the degree and importance of smoothing in functional estimation
Author(s) -
Jones M. C.
Publication year - 2000
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/1467-9574.00124
Subject(s) - smoothing , estimation , nonparametric statistics , degree (music) , rule of thumb , mathematics , econometrics , mathematical optimization , order (exchange) , computer science , algorithm , statistics , economics , physics , management , acoustics , finance
In nonparametric estimation of functionals of a distribution, it may or may not be desirable, or indeed necessary, to introduce a degree of smoothing into this estimation. In this article, I describe a method for assessing, with just a little thought about the functional of interest, (i) whether smoothing is likely to prove worthwhile, and (ii) if so, roughly how much smoothing is appropriate (in order‐of‐magnitude terms). This rule‐of‐thumb is not guaranteed to be accurate nor does it give a complete answer to the smoothing problem. However, I have found it very useful over a number of years; many examples of its use, and limitations, are given.