A general projection framwork for constrained smoothing

Authors

E Mammen, Ruprecht-Karls-Universitat Heidelberg
J S. Marron, University of North Carolina
B A. Turlach, University of Western Australia
M P. Wand, University of WollongongFollow

RIS ID

20248

Publication Details

Mammen, E., Marron, J. S., Turlach, B. A. & Wand, M. P. (2001). A general projection framwork for constrained smoothing. Statistical Science: a review journal, 16 (3), 232-248.

Abstract

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 helps understand the finite sample and asymptotic behavior of these estimates.