an:02005242
Zbl 1025.62017
Chen, Kani
Linear minimax efficiency of local polynomial regression smoothers
EN
J. Nonparametric Stat. 15, No. 3, 343-353 (2003).
00096572
2003
j
62G08 62J02
conditional mean squared errors; weighted least squares estimates; linear minimax efficiency
Summary: This paper proves that local polynomial regression smoothers achieve linear minimax efficiency over a class of functions, generalizing a result of \textit{J. Fan} [Ann. Stat. 21, 196-216 (1993; Zbl 0773.62029)] for local linear smoothers and proving that a conjecture of \textit{J. Fan} and \textit{I. Gijbels} [Local polynomial modelling and its applications. (1996; Zbl 0873.62037)] is true. Consequences are also illustrated.
Zbl 0773.62029; Zbl 0873.62037