>I have seen reference to a modeling method referred to casually as "ASH." I
>know next to nothing and have only heard mention of this method as a faster
>substitute to kriging with fewer distortions at the boarders. Could someone
>point me to where to get information on this procedure.
ASH is special case of discretized kernel smoothing technique (WARPING):
- discretized triangular kernel
- same grid for both prebinning (data) and postbinning (estimation
estimating with linear interpolation in postbinning (plotting for ex.)
is quite as accurate as usual kernel estimates: the ratio of bin width
and kernel window must be <=1/5 in practice.
HALL and WAND, 1996 : J. of Multivar. Anal., 56, 165-184 (prebinning)
JONES, 1989 : J. Amer. Stat. Assoc., 84, 407, 733-741 (pre and postbinning)
SCOTT, 1985 : Annals of Stat. , 13, 3, 1024-1040 (ASH, FP-ASH)
using FFT for convolution is a very efficient way to compute ASH,
and easy to program
SILVERMAN, 1982 : Applied Stat., 31, 93-99
JONES at al., 1984 : " " , 33, 120-122
(rem: the above ref. are for density estimates)
HARDLE, 1991 : smoothing techniques - Springer
for the warping approximation of Nadaraya estimate (p137..)
SIMONOFF, 1996 : smoothing... - Springer
for a wide bibliography
HARDLE et al., 1995 : Xplore - Springer
is the book of a program using ASH
you can download Xplore from the web site
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