You are not currently logged in.
Access your personal account or get JSTOR access through your library or other institution:
If You Use a Screen ReaderThis content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Smoothing by Cheating
James M. Dickey
The Annals of Mathematical Statistics
Vol. 40, No. 4 (Aug., 1969), pp. 1477-1482
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2239611
Page Count: 6
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Preview not available
This self-contained note extends and generalizes smoothing procedures proposed by Whittle (1957), (1958) and Dickey (1968). The use of linear filters, chosen through analysis of the data to be smoothed, is advocated. Hence, smoothing is nonlinear. The setting can be viewed as a multivariate extension of empirical Bayes settings in which, usually, there are strong independence assumptions.
The Annals of Mathematical Statistics © 1969 Institute of Mathematical Statistics