Many filters have been developed to estimate trend-cycle component of time series. Among these tools, moving averages remain the most efficient. In particular, while the symmetric Henderson smoother is applied for trend-cycle estimation in software programs such as X11, for the most recent...

De nombreuses méthodes, basées sur les filtres, ont été développées pour estimer la composantetendance-cycle d’une série temporelle. Parmi ces outils, les moyennes mobiles demeurenttoujours efficaces. En particulier, la moyenne mobile symétrique d’Henderson est appliquéepour estimer...

We introduce simple nonparametric density estimators that generalize the classical histogram and frequency polygon. The new estimators are expressed as linear combination of density functions that are piecewise polynomials, where the coefficients are optimally chosen in order to minimize the...

Principal curves have been defined Hastie and Stuetzle (JASA, 1989) as smooth curves passing through the middle of a multidimensional data set. They are nonlinear generalizations of the first principal component, a characterization of which is the basis for the principal curves definition. In...