Faddy, M. J. and Jones, M. C.
Semiparametric smoothing for discrete data.
Biometrika, 85(1) pp. 131–138.
A method for semiparametric smoothing of discrete data is proposed. The method consists of the repeated application of a Markov chain transition matrix constructed so as to have a given standard discrete parametric vehicle model as its stationary distribution. Theory and practical examples suggest that the approach yields improved performance over fully nonparametric methods when the vehicle model is a good one and otherwise provides a method comparable to fully nonparametric smoothers. An automatic choice of the amount of smoothing is proposed and used.
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