On the role of the shrinkage parameter in local linear smoothing

• 1 August 1997
• journal article
• Published by Springer Nature in Probability Theory and Related Fields
• Vol. 108  (4) , 495-516
• https://doi.org/10.1007/s004400050118

Abstract

Keywords

• MEAN SQUARED ERROR
• LOCAL POLYNOMIAL SMOOTHING
• LOCAL REGRESSION
• KERNEL
• NONPARAMETRIC REGRESSION
• RIDGE REGRESSION
• VARIANCE.
• BANDWIDTH
• SMOOTHING
• FIRST ORDER
• SHRINKAGE
• MEAN SQUARE ERROR
• GAUSSIAN KERNEL
• VARIANCE
• ASYMPTOTIC DISTRIBUTION