A General Projection Framework for Constrained Smoothing

E. Mammen, J.S. Marron, Berwin Turlach, M.P. Wand

    Research output: Contribution to journalArticle

    114 Citations (Scopus)

    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.
    Original languageEnglish
    Pages (from-to)232-248
    JournalStatistical Science
    Volume16
    Issue number3
    Publication statusPublished - 2001

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