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A General Framework for Constrained Smoothing

Mammen, Enno ; Marron, J. S. ; Turlach, Berwin A. ; Wand, M. P.

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There are a wide array of smoothing methods available for finding structure in data. A general framework is developed which shows that many of these can be viewed as a projection of the data, with respect to appropriate norms. The underlying vector space is an unusually large product space, which allows inclusion of a wide range of smoothers in our setup (including many methods not typically considered to be projections). We give several applications of this simple geometric interpretation of smoothing. A major payoff is the natural and computationally frugal incorporation of constraints. Our point of view also motivates new estimates and it helps to understand the finite sample and asymptotic behaviour of these estimates.

Item Type: Working paper
Place of Publication: Heidelberg
Date Deposited: 01 Jun 2016 12:35
Date: October 1998
Number of Pages: 35
Faculties / Institutes: The Faculty of Mathematics and Computer Science > Department of Applied Mathematics
Subjects: 510 Mathematics
Controlled Keywords: Glättung
Schriftenreihe ID: Beiträge zur Statistik > Beiträge
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