Iterative Bias Reduction Multivariate Smoothing in R: The ibr Package

@article{Cornillon2011IterativeBR,
  title={Iterative Bias Reduction Multivariate Smoothing in R: The ibr Package},
  author={P. Cornillon and N. Hengartner and E. Matzner-L{\o}ber},
  journal={Journal of Statistical Software},
  year={2011},
  volume={77},
  pages={1-26}
}
  • P. Cornillon, N. Hengartner, E. Matzner-Løber
  • Published 2011
  • Mathematics, Computer Science
  • Journal of Statistical Software
  • In multivariate nonparametric analysis curse of dimensionality forces one to use large smoothing parameters. This leads to a biased smoother. Instead of focusing on optimally selecting the smoothing parameter, we fix it to some reasonably large value to ensure an over-smoothing of the data. The resulting base smoother has a small variance but a substantial bias. In this paper, we propose an R package named ibr to iteratively correct the initial bias of the (base) estimator by an estimate of the… CONTINUE READING

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