Remarks on Kneip's linear smoothers
Statistics Theory
2014-05-09 v1 Statistics Theory
Abstract
We were trying to understand the analysis provided by Kneip (1994, Ordered Linear Smoothers). In particular we wanted to persuade ourselves that his results imply the oracle inequality stated by Tsybakov (2014, Lecture 8). This note contains our reworking of Kneip's ideas.
Cite
@article{arxiv.1405.1744,
title = {Remarks on Kneip's linear smoothers},
author = {Sören R. Künzel and David Pollard and Dana Yang},
journal= {arXiv preprint arXiv:1405.1744},
year = {2014}
}
Comments
Oracle Inequalities, Mallows' Cp, Machine Learning, Linear Smoothers, Empirical Processes