Skip to main content

Research Repository

Advanced Search

Outputs (6)

Weighted Repeated Median Smoothing and Filtering (2007)
Journal Article
Fried, R., Einbeck, J., & Gather, U. (2007). Weighted Repeated Median Smoothing and Filtering. Journal of the American Statistical Association, 102(480), 1300-1308. https://doi.org/10.1198/016214507000001166

We propose weighted repeated median filters and smoothers for robust non-parametric regression in general and for robust online signal extraction from time series in particular. The new methods allow to remove outlying sequences and to preserve disco... Read More about Weighted Repeated Median Smoothing and Filtering.

Smoothing, Sampling, and Basu's elephants (2007)
Presentation / Conference Contribution
Einbeck, J., Augustin, T., & Singer, J. M. (2007, July). Smoothing, Sampling, and Basu's elephants. Presented at 22nd International Workshop on Statistical Modelling., Barcelona, Spain

We investigate design-weighted local smoothing and show that the optimal (bias-minimizing) weights have similar form and interpretation as the optimal weights given by the Horvitz-Thompson theorem known from sampling theory. We set forth that the haz... Read More about Smoothing, Sampling, and Basu's elephants.

A comparative study of nonparametric derivative estimators. (2007)
Presentation / Conference Contribution
Newell, J., & Einbeck, J. (2007, July). A comparative study of nonparametric derivative estimators. Presented at 22nd International Workshop on Statistical Modelling., Barcelona, Spain

Nonparametric derivative estimation has never attracted much attention as one gets the derivative estimates as ``by-products'' from a local polynomial or spline fit. However, these estimates often suffer from boundary effects and are very sensitive t... Read More about A comparative study of nonparametric derivative estimators..

A new package for fitting random effect models (2007)
Journal Article
Einbeck, J., Hinde, J., & Darnell, R. (2007). A new package for fitting random effect models. R news, 7(1), 26-30

Random effects have become a standard concept in statistical modelling over the last decades. They enter a wide range of applications by providing a simple tool to account for such problems as model misspecification, unobserved (latent) variables, un... Read More about A new package for fitting random effect models.

On design-weighted local fitting and its relation to the Horvitz-Thompson estimator (2007)
Journal Article
Einbeck, J., & Augustin, T. (2007). On design-weighted local fitting and its relation to the Horvitz-Thompson estimator. Statistica sinica, 19(1), 103-123

Weighting is a widely used concept in many fields of statistics and has frequently caused controversies on its justification and benefit. In this paper, we analyze design-weighted versions of the well-known local polynomial regression estimators, der... Read More about On design-weighted local fitting and its relation to the Horvitz-Thompson estimator.