High-derivative parametric enhancements of nonparametric curve estimators
利用高阶导数参数信息改进非参数曲线估计AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要涉及通用密度与回归曲线估计,未明确研究分位数、分布效应或其他所列细分领域。
利用高阶导数参数信息改进非参数曲线估计AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
We suggest a method for using parametric information to modify a nonparametric estimator at the level of relatively high-order derivatives. The technique represents an alternative to methods that first fit a parametric model and then adjust it. In particular, relative to a 'nonparametric estimator with a parametric start', our estimator is not biased by the differences between parametric and nonparametric fits to low-order derivatives, since we effectively remove all the parametric information about low-order derivatives and replace it by nonparametric information. Thus, we employ parametric information only when the nonparametric information. Thus, we employ parametric information only when the nonparametric information is unreliable, and do not use it elsewhere. The method has application to both nonparametric density estimation and nonparametric regression.