The Henderson Smoother in Reproducing Kernel Hilbert Space
再生核希尔伯特空间中的 Henderson 平滑器
The Henderson smoother has been traditionally applied for trend-cycle estimation in the context of nonparametric seasonal adjustment software officially adopted by statistical agencies. This study introduces a Henderson third-order kernel representation by means of the reproducing kernel Hilbert space (RKHS) methodology. Two density functions and corresponding orthonormal polynomials have been calculated. Both are shown to give excellent representations for short- and…