Abstract
We welcome the opportunity to comment on a set of papers seeking to advance nonparametric regression techniques. Especially as the authors of all three papers have already made substantial and influential contributions in this field. We agree with the authors on many points, both in principle and in substance. However, we have chosen to concentrate our comments on those aspects of the papers that we disagree with or that we find ambiguous. We take this critical role as we think it will be more interesting for readers and elicit further clarification from the authors. Most importantly, it points out that there are enormous opportunities for research in this field. Despite the large volume of work in the 1980’s and 1990’s we believe that the subject is still in its infancy.
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References
Fan, J. and Marrón, J.S. (1994). Fast implementations of nonparametric curve estimates. J. Comput. Graph. Statist., 3, 35–56.
Härdle, W. and Marron, J.S. (1995). Fast and simple scatterplot smoothing. Comput. Statist. Data Analysis, 18, to appear.
Ruppert, D., Sheather, S.J. and Wand, M.P. (1995). An effective bandwidth selector for local least squares regression, J. Amer. Statist. Assoc., 90, to appear.
Smith, M. and Kohn, R. (1994). Robust nonparametric regression with automatic data transformation and variable selection. Working Paper, 94–026, Australian Graduate School of Management, University of New South Wales.
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© 1996 Physica-Verlag Heidelberg
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Sheather, S.J., Wand, M.P., Smith, M.S., Kohn, R. (1996). Comments. In: Härdle, W., Schimek, M.G. (eds) Statistical Theory and Computational Aspects of Smoothing. Contributions to Statistics. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-48425-4_7
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DOI: https://doi.org/10.1007/978-3-642-48425-4_7
Publisher Name: Physica-Verlag HD
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