undersmoothing

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English

Etymology

From under- +‎ smoothing.

Pronunciation

  • Audio (US):(file)

Noun

undersmoothing (countable and uncountable, plural undersmoothings)

  1. Insufficient smoothing
    • 2015, Sebastian Calonico, Matias D. Cattaneo, Max H. Farrell, “On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference”, in arXiv:
      We study the effects of bias correction on confidence interval coverage in the context of kernel density and local polynomial regression estimation, and prove that bias correction can be preferred to undersmoothing for minimizing coverage error.